NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 125.18 126.06 0.88 0.7% 133.14
High 125.20 126.54 1.34 1.1% 133.55
Low 125.18 125.33 0.15 0.1% 125.18
Close 125.03 126.47 1.44 1.2% 125.03
Range 0.02 1.21 1.19 5,950.0% 8.37
ATR 2.92 2.82 -0.10 -3.5% 0.00
Volume 3,781 2,192 -1,589 -42.0% 10,709
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 129.74 129.32 127.14
R3 128.53 128.11 126.80
R2 127.32 127.32 126.69
R1 126.90 126.90 126.58 127.11
PP 126.11 126.11 126.11 126.22
S1 125.69 125.69 126.36 125.90
S2 124.90 124.90 126.25
S3 123.69 124.48 126.14
S4 122.48 123.27 125.80
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.03 147.40 129.63
R3 144.66 139.03 127.33
R2 136.29 136.29 126.56
R1 130.66 130.66 125.80 129.29
PP 127.92 127.92 127.92 127.24
S1 122.29 122.29 124.26 120.92
S2 119.55 119.55 123.50
S3 111.18 113.92 122.73
S4 102.81 105.55 120.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.55 125.18 8.37 6.6% 2.25 1.8% 15% False False 2,191
10 145.82 125.18 20.64 16.3% 2.45 1.9% 6% False False 2,263
20 148.17 125.18 22.99 18.2% 1.91 1.5% 6% False False 1,991
40 148.17 122.85 25.32 20.0% 1.47 1.2% 14% False False 1,389
60 148.17 115.35 32.82 26.0% 1.42 1.1% 34% False False 1,195
80 148.17 103.52 44.65 35.3% 1.09 0.9% 51% False False 981
100 148.17 95.99 52.18 41.3% 0.88 0.7% 58% False False 868
120 148.17 86.75 61.42 48.6% 0.77 0.6% 65% False False 784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.68
2.618 129.71
1.618 128.50
1.000 127.75
0.618 127.29
HIGH 126.54
0.618 126.08
0.500 125.94
0.382 125.79
LOW 125.33
0.618 124.58
1.000 124.12
1.618 123.37
2.618 122.16
4.250 120.19
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 126.29 126.41
PP 126.11 126.35
S1 125.94 126.29

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

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