NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 139.36 138.34 -1.02 -0.7% 143.75
High 140.00 143.82 3.82 2.7% 146.57
Low 137.76 138.32 0.56 0.4% 141.55
Close 138.32 143.67 5.35 3.9% 145.66
Range 2.24 5.50 3.26 145.5% 5.02
ATR 3.14 3.31 0.17 5.4% 0.00
Volume 5,267 3,947 -1,320 -25.1% 23,017
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 158.44 156.55 146.70
R3 152.94 151.05 145.18
R2 147.44 147.44 144.68
R1 145.55 145.55 144.17 146.50
PP 141.94 141.94 141.94 142.41
S1 140.05 140.05 143.17 141.00
S2 136.44 136.44 142.66
S3 130.94 134.55 142.16
S4 125.44 129.05 140.65
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.65 157.68 148.42
R3 154.63 152.66 147.04
R2 149.61 149.61 146.58
R1 147.64 147.64 146.12 148.63
PP 144.59 144.59 144.59 145.09
S1 142.62 142.62 145.20 143.61
S2 139.57 139.57 144.74
S3 134.55 137.60 144.28
S4 129.53 132.58 142.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.84 137.76 8.08 5.6% 2.78 1.9% 73% False False 4,696
10 146.57 137.76 8.81 6.1% 2.65 1.8% 67% False False 4,174
20 146.57 133.32 13.25 9.2% 2.49 1.7% 78% False False 3,261
40 146.57 121.97 24.60 17.1% 2.74 1.9% 88% False False 2,911
60 146.57 108.57 38.00 26.4% 2.16 1.5% 92% False False 2,223
80 146.57 96.69 49.88 34.7% 1.96 1.4% 94% False False 1,805
100 146.57 95.30 51.27 35.7% 1.65 1.1% 94% False False 1,572
120 146.57 84.44 62.13 43.2% 1.41 1.0% 95% False False 1,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 167.20
2.618 158.22
1.618 152.72
1.000 149.32
0.618 147.22
HIGH 143.82
0.618 141.72
0.500 141.07
0.382 140.42
LOW 138.32
0.618 134.92
1.000 132.82
1.618 129.42
2.618 123.92
4.250 114.95
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 142.80 142.71
PP 141.94 141.75
S1 141.07 140.79

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

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