NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 112.27 110.20 -2.07 -1.8% 112.91
High 112.27 110.50 -1.77 -1.6% 112.91
Low 112.27 108.83 -3.44 -3.1% 107.70
Close 110.70 108.83 -1.87 -1.7% 108.83
Range 0.00 1.67 1.67 5.21
ATR 2.28 2.25 -0.03 -1.3% 0.00
Volume 1,759 1,051 -708 -40.3% 8,826
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 114.40 113.28 109.75
R3 112.73 111.61 109.29
R2 111.06 111.06 109.14
R1 109.94 109.94 108.98 109.67
PP 109.39 109.39 109.39 109.25
S1 108.27 108.27 108.68 108.00
S2 107.72 107.72 108.52
S3 106.05 106.60 108.37
S4 104.38 104.93 107.91
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.44 122.35 111.70
R3 120.23 117.14 110.26
R2 115.02 115.02 109.79
R1 111.93 111.93 109.31 110.87
PP 109.81 109.81 109.81 109.29
S1 106.72 106.72 108.35 105.66
S2 104.60 104.60 107.87
S3 99.39 101.51 107.40
S4 94.18 96.30 105.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.30 107.70 12.60 11.6% 2.19 2.0% 9% False False 2,035
10 121.19 107.70 13.49 12.4% 1.50 1.4% 8% False False 1,491
20 123.58 107.70 15.88 14.6% 1.06 1.0% 7% False False 1,274
40 146.86 107.70 39.16 36.0% 0.64 0.6% 3% False False 1,173
60 146.86 107.70 39.16 36.0% 0.43 0.4% 3% False False 933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.60
2.618 114.87
1.618 113.20
1.000 112.17
0.618 111.53
HIGH 110.50
0.618 109.86
0.500 109.67
0.382 109.47
LOW 108.83
0.618 107.80
1.000 107.16
1.618 106.13
2.618 104.46
4.250 101.73
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 109.67 110.55
PP 109.39 109.98
S1 109.11 109.40

These figures are updated between 7pm and 10pm EST after a trading day.

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