NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 146.85 140.77 -6.08 -4.1% 145.00
High 147.30 141.22 -6.08 -4.1% 148.35
Low 139.00 135.99 -3.01 -2.2% 137.76
Close 140.85 137.02 -3.83 -2.7% 146.47
Range 8.30 5.23 -3.07 -37.0% 10.59
ATR 3.74 3.84 0.11 2.9% 0.00
Volume 4,705 6,006 1,301 27.7% 19,974
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.77 150.62 139.90
R3 148.54 145.39 138.46
R2 143.31 143.31 137.98
R1 140.16 140.16 137.50 139.12
PP 138.08 138.08 138.08 137.56
S1 134.93 134.93 136.54 133.89
S2 132.85 132.85 136.06
S3 127.62 129.70 135.58
S4 122.39 124.47 134.14
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 175.96 171.81 152.29
R3 165.37 161.22 149.38
R2 154.78 154.78 148.41
R1 150.63 150.63 147.44 152.71
PP 144.19 144.19 144.19 145.23
S1 140.04 140.04 145.50 142.12
S2 133.60 133.60 144.53
S3 123.01 129.45 143.56
S4 112.42 118.86 140.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 135.99 12.36 9.0% 5.36 3.9% 8% False True 4,579
10 148.35 135.99 12.36 9.0% 3.68 2.7% 8% False True 4,947
20 148.35 133.32 15.03 11.0% 3.06 2.2% 25% False False 3,740
40 148.35 122.90 25.45 18.6% 3.08 2.3% 55% False False 3,237
60 148.35 108.57 39.78 29.0% 2.46 1.8% 72% False False 2,510
80 148.35 97.38 50.97 37.2% 2.20 1.6% 78% False False 2,009
100 148.35 96.69 51.66 37.7% 1.84 1.3% 78% False False 1,743
120 148.35 86.00 62.35 45.5% 1.59 1.2% 82% False False 1,577
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.45
2.618 154.91
1.618 149.68
1.000 146.45
0.618 144.45
HIGH 141.22
0.618 139.22
0.500 138.61
0.382 137.99
LOW 135.99
0.618 132.76
1.000 130.76
1.618 127.53
2.618 122.30
4.250 113.76
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 138.61 141.80
PP 138.08 140.20
S1 137.55 138.61

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

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