NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 117.84 118.21 0.37 0.3% 118.03
High 117.84 118.21 0.37 0.3% 119.87
Low 117.84 117.00 -0.84 -0.7% 117.00
Close 117.84 117.48 -0.36 -0.3% 117.48
Range 0.00 1.21 1.21 2.87
ATR 2.12 2.06 -0.07 -3.1% 0.00
Volume 368 902 534 145.1% 2,788
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 121.19 120.55 118.15
R3 119.98 119.34 117.81
R2 118.77 118.77 117.70
R1 118.13 118.13 117.59 117.85
PP 117.56 117.56 117.56 117.42
S1 116.92 116.92 117.37 116.64
S2 116.35 116.35 117.26
S3 115.14 115.71 117.15
S4 113.93 114.50 116.81
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 126.73 124.97 119.06
R3 123.86 122.10 118.27
R2 120.99 120.99 118.01
R1 119.23 119.23 117.74 118.68
PP 118.12 118.12 118.12 117.84
S1 116.36 116.36 117.22 115.81
S2 115.25 115.25 116.95
S3 112.38 113.49 116.69
S4 109.51 110.62 115.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.87 117.00 2.87 2.4% 0.24 0.2% 17% False True 557
10 123.73 114.20 9.53 8.1% 0.50 0.4% 34% False False 507
20 123.73 114.00 9.73 8.3% 0.27 0.2% 36% False False 481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 123.35
2.618 121.38
1.618 120.17
1.000 119.42
0.618 118.96
HIGH 118.21
0.618 117.75
0.500 117.61
0.382 117.46
LOW 117.00
0.618 116.25
1.000 115.79
1.618 115.04
2.618 113.83
4.250 111.86
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 117.61 118.44
PP 117.56 118.12
S1 117.52 117.80

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

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