NYMEX Light Sweet Crude Oil Future February 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 145.82 137.03 -8.79 -6.0% 141.91
High 145.82 137.38 -8.44 -5.8% 148.17
Low 139.76 137.03 -2.73 -2.0% 138.12
Close 141.00 137.24 -3.76 -2.7% 146.54
Range 6.06 0.35 -5.71 -94.2% 10.05
ATR 2.94 3.02 0.07 2.5% 0.00
Volume 1,357 2,659 1,302 95.9% 9,018
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 138.27 138.10 137.43
R3 137.92 137.75 137.34
R2 137.57 137.57 137.30
R1 137.40 137.40 137.27 137.49
PP 137.22 137.22 137.22 137.26
S1 137.05 137.05 137.21 137.14
S2 136.87 136.87 137.18
S3 136.52 136.70 137.14
S4 136.17 136.35 137.05
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.43 170.53 152.07
R3 164.38 160.48 149.30
R2 154.33 154.33 148.38
R1 150.43 150.43 147.46 152.38
PP 144.28 144.28 144.28 145.25
S1 140.38 140.38 145.62 142.33
S2 134.23 134.23 144.70
S3 124.18 130.33 143.78
S4 114.13 120.28 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.17 137.03 11.14 8.1% 3.02 2.2% 2% False True 2,055
10 148.17 137.03 11.14 8.1% 1.83 1.3% 2% False True 1,822
20 148.17 134.00 14.17 10.3% 1.57 1.1% 23% False False 1,274
40 148.17 122.85 25.32 18.4% 1.30 1.0% 57% False False 1,115
60 148.17 108.15 40.02 29.2% 1.13 0.8% 73% False False 928
80 148.17 95.99 52.18 38.0% 0.86 0.6% 79% False False 772
100 148.17 95.99 52.18 38.0% 0.72 0.5% 79% False False 721
120 148.17 86.06 62.11 45.3% 0.62 0.4% 82% False False 636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.03
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 138.87
2.618 138.30
1.618 137.95
1.000 137.73
0.618 137.60
HIGH 137.38
0.618 137.25
0.500 137.21
0.382 137.16
LOW 137.03
0.618 136.81
1.000 136.68
1.618 136.46
2.618 136.11
4.250 135.54
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 137.23 141.98
PP 137.22 140.40
S1 137.21 138.82

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

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