NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 112.96 109.15 -3.81 -3.4% 111.75
High 112.96 109.15 -3.81 -3.4% 113.84
Low 112.96 108.95 -4.01 -3.5% 108.95
Close 111.33 109.40 -1.93 -1.7% 109.40
Range 0.00 0.20 0.20 4.89
ATR 2.06 2.09 0.02 1.1% 0.00
Volume 370 716 346 93.5% 1,846
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 109.77 109.78 109.51
R3 109.57 109.58 109.46
R2 109.37 109.37 109.44
R1 109.38 109.38 109.42 109.38
PP 109.17 109.17 109.17 109.16
S1 109.18 109.18 109.38 109.18
S2 108.97 108.97 109.36
S3 108.77 108.98 109.35
S4 108.57 108.78 109.29
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.40 122.29 112.09
R3 120.51 117.40 110.74
R2 115.62 115.62 110.30
R1 112.51 112.51 109.85 111.62
PP 110.73 110.73 110.73 110.29
S1 107.62 107.62 108.95 106.73
S2 105.84 105.84 108.50
S3 100.95 102.73 108.06
S4 96.06 97.84 106.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.21 108.95 9.26 8.5% 0.73 0.7% 5% False True 549
10 120.29 108.95 11.34 10.4% 0.68 0.6% 4% False True 526
20 123.73 108.95 14.78 13.5% 0.37 0.3% 3% False True 440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.00
2.618 109.67
1.618 109.47
1.000 109.35
0.618 109.27
HIGH 109.15
0.618 109.07
0.500 109.05
0.382 109.03
LOW 108.95
0.618 108.83
1.000 108.75
1.618 108.63
2.618 108.43
4.250 108.10
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 109.28 110.98
PP 109.17 110.45
S1 109.05 109.93

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

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