NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 115.10 114.60 -0.50 -0.4% 116.67
High 115.63 114.60 -1.03 -0.9% 116.84
Low 115.10 114.40 -0.70 -0.6% 114.29
Close 115.63 114.43 -1.20 -1.0% 115.63
Range 0.53 0.20 -0.33 -62.3% 2.55
ATR 1.98 1.93 -0.05 -2.7% 0.00
Volume 444 346 -98 -22.1% 2,831
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 115.08 114.95 114.54
R3 114.88 114.75 114.49
R2 114.68 114.68 114.47
R1 114.55 114.55 114.45 114.52
PP 114.48 114.48 114.48 114.46
S1 114.35 114.35 114.41 114.32
S2 114.28 114.28 114.39
S3 114.08 114.15 114.38
S4 113.88 113.95 114.32
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 123.24 121.98 117.03
R3 120.69 119.43 116.33
R2 118.14 118.14 116.10
R1 116.88 116.88 115.86 116.24
PP 115.59 115.59 115.59 115.26
S1 114.33 114.33 115.40 113.69
S2 113.04 113.04 115.16
S3 110.49 111.78 114.93
S4 107.94 109.23 114.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.20 114.29 1.91 1.7% 0.41 0.4% 7% False False 526
10 122.54 114.29 8.25 7.2% 0.43 0.4% 2% False False 679
20 131.00 114.29 16.71 14.6% 0.29 0.3% 1% False False 602
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.45
2.618 115.12
1.618 114.92
1.000 114.80
0.618 114.72
HIGH 114.60
0.618 114.52
0.500 114.50
0.382 114.48
LOW 114.40
0.618 114.28
1.000 114.20
1.618 114.08
2.618 113.88
4.250 113.55
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 114.50 115.30
PP 114.48 115.01
S1 114.45 114.72

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

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