NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 117.70 119.79 2.09 1.8% 114.60
High 117.70 119.79 2.09 1.8% 123.71
Low 117.70 119.79 2.09 1.8% 114.40
Close 118.36 119.79 1.43 1.2% 117.17
Range
ATR 2.17 2.11 -0.05 -2.4% 0.00
Volume 2,347 570 -1,777 -75.7% 3,705
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 119.79 119.79 119.79
R3 119.79 119.79 119.79
R2 119.79 119.79 119.79
R1 119.79 119.79 119.79 119.79
PP 119.79 119.79 119.79 119.79
S1 119.79 119.79 119.79 119.79
S2 119.79 119.79 119.79
S3 119.79 119.79 119.79
S4 119.79 119.79 119.79
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 146.36 141.07 122.29
R3 137.05 131.76 119.73
R2 127.74 127.74 118.88
R1 122.45 122.45 118.02 125.10
PP 118.43 118.43 118.43 119.75
S1 113.14 113.14 116.32 115.79
S2 109.12 109.12 115.46
S3 99.81 103.83 114.61
S4 90.50 94.52 112.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.71 117.17 6.54 5.5% 0.00 0.0% 40% False False 1,372
10 123.71 114.40 9.31 7.8% 0.07 0.1% 58% False False 887
20 126.47 114.29 12.18 10.2% 0.21 0.2% 45% False False 797
40 146.69 114.29 32.40 27.0% 0.24 0.2% 17% False False 672
Crabel Price Patterns
NR False
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 119.79
2.618 119.79
1.618 119.79
1.000 119.79
0.618 119.79
HIGH 119.79
0.618 119.79
0.500 119.79
0.382 119.79
LOW 119.79
0.618 119.79
1.000 119.79
1.618 119.79
2.618 119.79
4.250 119.79
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 119.79 119.44
PP 119.79 119.09
S1 119.79 118.75

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

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