NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 134.80 134.05 -0.75 -0.6% 143.32
High 134.80 137.24 2.44 1.8% 146.22
Low 134.80 134.05 -0.75 -0.6% 138.69
Close 137.24 132.06 -5.18 -3.8% 146.22
Range 0.00 3.19 3.19 7.53
ATR
Volume 453 1,476 1,023 225.8% 1,650
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 144.02 141.23 133.81
R3 140.83 138.04 132.94
R2 137.64 137.64 132.64
R1 134.85 134.85 132.35 134.65
PP 134.45 134.45 134.45 134.35
S1 131.66 131.66 131.77 131.46
S2 131.26 131.26 131.48
S3 128.07 128.47 131.18
S4 124.88 125.28 130.31
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 166.30 163.79 150.36
R3 158.77 156.26 148.29
R2 151.24 151.24 147.60
R1 148.73 148.73 146.91 149.99
PP 143.71 143.71 143.71 144.34
S1 141.20 141.20 145.53 142.46
S2 136.18 136.18 144.84
S3 128.65 133.67 144.15
S4 121.12 126.14 142.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.69 134.05 12.64 9.6% 0.64 0.5% -16% False True 596
10 146.69 134.05 12.64 9.6% 0.35 0.3% -16% False True 437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 150.80
2.618 145.59
1.618 142.40
1.000 140.43
0.618 139.21
HIGH 137.24
0.618 136.02
0.500 135.65
0.382 135.27
LOW 134.05
0.618 132.08
1.000 130.86
1.618 128.89
2.618 125.70
4.250 120.49
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 135.65 136.75
PP 134.45 135.19
S1 133.26 133.62

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

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