NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 133.06 133.14 0.08 0.1% 145.95
High 133.10 133.42 0.32 0.2% 146.93
Low 133.00 131.35 -1.65 -1.2% 133.00
Close 131.27 133.55 2.28 1.7% 131.27
Range 0.10 2.07 1.97 1,970.0% 13.93
ATR 2.98 2.92 -0.06 -2.0% 0.00
Volume 3,497 1,943 -1,554 -44.4% 11,322
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 138.98 138.34 134.69
R3 136.91 136.27 134.12
R2 134.84 134.84 133.93
R1 134.20 134.20 133.74 134.52
PP 132.77 132.77 132.77 132.94
S1 132.13 132.13 133.36 132.45
S2 130.70 130.70 133.17
S3 128.63 130.06 132.98
S4 126.56 127.99 132.41
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.86 168.99 138.93
R3 164.93 155.06 135.10
R2 151.00 151.00 133.82
R1 141.13 141.13 132.55 139.10
PP 137.07 137.07 137.07 136.05
S1 127.20 127.20 129.99 125.17
S2 123.14 123.14 128.72
S3 109.21 113.27 127.44
S4 95.28 99.34 123.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.82 131.35 14.47 10.8% 2.64 2.0% 15% False True 2,335
10 148.17 131.35 16.82 12.6% 2.51 1.9% 13% False True 2,143
20 148.17 131.35 16.82 12.6% 1.79 1.3% 13% False True 1,568
40 148.17 122.85 25.32 19.0% 1.27 1.0% 42% False False 1,228
60 148.17 108.15 40.02 30.0% 1.24 0.9% 63% False False 1,042
80 148.17 95.99 52.18 39.1% 0.95 0.7% 72% False False 861
100 148.17 95.99 52.18 39.1% 0.78 0.6% 72% False False 777
120 148.17 86.06 62.11 46.5% 0.67 0.5% 76% False False 696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.22
2.618 138.84
1.618 136.77
1.000 135.49
0.618 134.70
HIGH 133.42
0.618 132.63
0.500 132.39
0.382 132.14
LOW 131.35
0.618 130.07
1.000 129.28
1.618 128.00
2.618 125.93
4.250 122.55
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 133.16 135.00
PP 132.77 134.51
S1 132.39 134.03

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

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