NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 126.13 127.20 1.07 0.8% 132.25
High 127.00 127.38 0.38 0.3% 132.79
Low 126.10 125.00 -1.10 -0.9% 125.00
Close 126.87 125.07 -1.80 -1.4% 125.07
Range 0.90 2.38 1.48 164.4% 7.79
ATR 3.37 3.30 -0.07 -2.1% 0.00
Volume 5,237 9,102 3,865 73.8% 22,898
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 132.96 131.39 126.38
R3 130.58 129.01 125.72
R2 128.20 128.20 125.51
R1 126.63 126.63 125.29 126.23
PP 125.82 125.82 125.82 125.61
S1 124.25 124.25 124.85 123.85
S2 123.44 123.44 124.63
S3 121.06 121.87 124.42
S4 118.68 119.49 123.76
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 150.99 145.82 129.35
R3 143.20 138.03 127.21
R2 135.41 135.41 126.50
R1 130.24 130.24 125.78 128.93
PP 127.62 127.62 127.62 126.97
S1 122.45 122.45 124.36 121.14
S2 119.83 119.83 123.64
S3 112.04 114.66 122.93
S4 104.25 106.87 120.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.79 125.00 7.79 6.2% 2.17 1.7% 1% False True 4,579
10 146.84 125.00 21.84 17.5% 3.01 2.4% 0% False True 4,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.50
2.618 133.61
1.618 131.23
1.000 129.76
0.618 128.85
HIGH 127.38
0.618 126.47
0.500 126.19
0.382 125.91
LOW 125.00
0.618 123.53
1.000 122.62
1.618 121.15
2.618 118.77
4.250 114.89
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 126.19 127.45
PP 125.82 126.66
S1 125.44 125.86

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

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