NYMEX Light Sweet Crude Oil Future June 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 119.77 119.50 -0.27 -0.2% 116.40
High 119.77 120.20 0.43 0.4% 123.85
Low 118.00 119.38 1.38 1.2% 113.50
Close 118.39 119.84 1.45 1.2% 117.23
Range 1.77 0.82 -0.95 -53.7% 10.35
ATR 2.93 2.85 -0.08 -2.7% 0.00
Volume 1,952 1,502 -450 -23.1% 12,973
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.27 121.87 120.29
R3 121.45 121.05 120.07
R2 120.63 120.63 119.99
R1 120.23 120.23 119.92 120.43
PP 119.81 119.81 119.81 119.91
S1 119.41 119.41 119.76 119.61
S2 118.99 118.99 119.69
S3 118.17 118.59 119.61
S4 117.35 117.77 119.39
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 149.24 143.59 122.92
R3 138.89 133.24 120.08
R2 128.54 128.54 119.13
R1 122.89 122.89 118.18 125.72
PP 118.19 118.19 118.19 119.61
S1 112.54 112.54 116.28 115.37
S2 107.84 107.84 115.33
S3 97.49 102.19 114.38
S4 87.14 91.84 111.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.85 117.19 6.66 5.6% 2.39 2.0% 40% False False 2,203
10 123.85 113.39 10.46 8.7% 1.96 1.6% 62% False False 2,967
20 129.18 113.39 15.79 13.2% 2.12 1.8% 41% False False 3,003
40 147.91 113.39 34.52 28.8% 2.58 2.2% 19% False False 3,303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123.69
2.618 122.35
1.618 121.53
1.000 121.02
0.618 120.71
HIGH 120.20
0.618 119.89
0.500 119.79
0.382 119.69
LOW 119.38
0.618 118.87
1.000 118.56
1.618 118.05
2.618 117.23
4.250 115.90
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 119.82 119.46
PP 119.81 119.08
S1 119.79 118.70

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

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