NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 116.10 117.80 1.70 1.5% 117.25
High 117.96 123.16 5.20 4.4% 118.00
Low 113.88 117.37 3.49 3.1% 112.78
Close 116.90 122.75 5.85 5.0% 115.17
Range 4.08 5.79 1.71 41.9% 5.22
ATR 3.88 4.05 0.17 4.4% 0.00
Volume 5,522 6,289 767 13.9% 47,450
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 138.46 136.40 125.93
R3 132.67 130.61 124.34
R2 126.88 126.88 123.81
R1 124.82 124.82 123.28 125.85
PP 121.09 121.09 121.09 121.61
S1 119.03 119.03 122.22 120.06
S2 115.30 115.30 121.69
S3 109.51 113.24 121.16
S4 103.72 107.45 119.57
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 130.98 128.29 118.04
R3 125.76 123.07 116.61
R2 120.54 120.54 116.13
R1 117.85 117.85 115.65 116.59
PP 115.32 115.32 115.32 114.68
S1 112.63 112.63 114.69 111.37
S2 110.10 110.10 114.21
S3 104.88 107.41 113.73
S4 99.66 102.19 112.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.16 112.78 10.38 8.5% 4.10 3.3% 96% True False 5,556
10 123.16 112.78 10.38 8.5% 3.91 3.2% 96% True False 8,084
20 129.52 112.78 16.74 13.6% 3.96 3.2% 60% False False 7,906
40 148.35 112.78 35.57 29.0% 3.79 3.1% 28% False False 6,180
60 148.35 112.78 35.57 29.0% 3.53 2.9% 28% False False 4,918
80 148.35 108.57 39.78 32.4% 3.08 2.5% 36% False False 4,179
100 148.35 99.24 49.11 40.0% 2.70 2.2% 48% False False 3,453
120 148.35 96.69 51.66 42.1% 2.39 1.9% 50% False False 2,978
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 0.71
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 147.77
2.618 138.32
1.618 132.53
1.000 128.95
0.618 126.74
HIGH 123.16
0.618 120.95
0.500 120.27
0.382 119.58
LOW 117.37
0.618 113.79
1.000 111.58
1.618 108.00
2.618 102.21
4.250 92.76
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 121.92 121.18
PP 121.09 119.61
S1 120.27 118.04

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

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