NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 117.36 110.80 -6.56 -5.6% 114.81
High 117.58 110.80 -6.78 -5.8% 120.72
Low 105.99 107.84 1.85 1.7% 112.95
Close 110.30 109.87 -0.43 -0.4% 115.85
Range 11.59 2.96 -8.63 -74.5% 7.77
ATR 5.06 4.91 -0.15 -3.0% 0.00
Volume 64,038 114,042 50,004 78.1% 323,230
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.38 117.09 111.50
R3 115.42 114.13 110.68
R2 112.46 112.46 110.41
R1 111.17 111.17 110.14 110.34
PP 109.50 109.50 109.50 109.09
S1 108.21 108.21 109.60 107.38
S2 106.54 106.54 109.33
S3 103.58 105.25 109.06
S4 100.62 102.29 108.24
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 139.82 135.60 120.12
R3 132.05 127.83 117.99
R2 124.28 124.28 117.27
R1 120.06 120.06 116.56 122.17
PP 116.51 116.51 116.51 117.56
S1 112.29 112.29 115.14 114.40
S2 108.74 108.74 114.43
S3 100.97 104.52 113.71
S4 93.20 96.75 111.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.72 105.99 14.73 13.4% 5.61 5.1% 26% False False 83,789
10 122.43 105.99 16.44 15.0% 5.40 4.9% 24% False False 65,580
20 122.43 105.99 16.44 15.0% 4.61 4.2% 24% False False 57,274
40 148.47 105.99 42.48 38.7% 4.83 4.4% 9% False False 39,806
60 148.47 105.99 42.48 38.7% 4.56 4.2% 9% False False 31,401
80 148.47 105.99 42.48 38.7% 4.43 4.0% 9% False False 26,569
100 148.47 105.99 42.48 38.7% 3.94 3.6% 9% False False 21,925
120 148.47 96.27 52.20 47.5% 3.53 3.2% 26% False False 18,666
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123.38
2.618 118.55
1.618 115.59
1.000 113.76
0.618 112.63
HIGH 110.80
0.618 109.67
0.500 109.32
0.382 108.97
LOW 107.84
0.618 106.01
1.000 104.88
1.618 103.05
2.618 100.09
4.250 95.26
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 109.69 112.51
PP 109.50 111.63
S1 109.32 110.75

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

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