NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 126.60 123.35 -3.25 -2.6% 132.16
High 127.20 128.30 1.10 0.9% 134.05
Low 122.46 122.49 0.03 0.0% 124.28
Close 123.81 127.99 4.18 3.4% 124.86
Range 4.74 5.81 1.07 22.6% 9.77
ATR 3.81 3.96 0.14 3.7% 0.00
Volume 4,667 5,856 1,189 25.5% 30,455
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 143.69 141.65 131.19
R3 137.88 135.84 129.59
R2 132.07 132.07 129.06
R1 130.03 130.03 128.52 131.05
PP 126.26 126.26 126.26 126.77
S1 124.22 124.22 127.46 125.24
S2 120.45 120.45 126.92
S3 114.64 118.41 126.39
S4 108.83 112.60 124.79
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.04 150.72 130.23
R3 147.27 140.95 127.55
R2 137.50 137.50 126.65
R1 131.18 131.18 125.76 129.46
PP 127.73 127.73 127.73 126.87
S1 121.41 121.41 123.96 119.69
S2 117.96 117.96 123.07
S3 108.19 111.64 122.17
S4 98.42 101.87 119.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.30 122.46 5.84 4.6% 3.65 2.9% 95% True False 6,605
10 138.50 122.46 16.04 12.5% 4.07 3.2% 34% False False 5,524
20 148.35 122.46 25.89 20.2% 3.87 3.0% 21% False False 5,236
40 148.35 122.46 25.89 20.2% 3.45 2.7% 21% False False 3,882
60 148.35 117.90 30.45 23.8% 2.99 2.3% 33% False False 3,352
80 148.35 101.30 47.05 36.8% 2.52 2.0% 57% False False 2,648
100 148.35 96.69 51.66 40.4% 2.23 1.7% 61% False False 2,232
120 148.35 90.95 57.40 44.8% 1.91 1.5% 65% False False 1,975
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 0.96
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 152.99
2.618 143.51
1.618 137.70
1.000 134.11
0.618 131.89
HIGH 128.30
0.618 126.08
0.500 125.40
0.382 124.71
LOW 122.49
0.618 118.90
1.000 116.68
1.618 113.09
2.618 107.28
4.250 97.80
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 127.13 127.12
PP 126.26 126.25
S1 125.40 125.38

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

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