NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 138.30 139.91 1.61 1.2% 141.60
High 139.68 141.90 2.22 1.6% 145.75
Low 138.30 139.60 1.30 0.9% 141.60
Close 138.69 143.90 5.21 3.8% 146.81
Range 1.38 2.30 0.92 66.7% 4.15
ATR 2.16 2.23 0.08 3.5% 0.00
Volume 2,112 1,439 -673 -31.9% 4,815
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 148.70 148.60 145.17
R3 146.40 146.30 144.53
R2 144.10 144.10 144.32
R1 144.00 144.00 144.11 144.05
PP 141.80 141.80 141.80 141.83
S1 141.70 141.70 143.69 141.75
S2 139.50 139.50 143.48
S3 137.20 139.40 143.27
S4 134.90 137.10 142.64
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.17 156.14 149.09
R3 153.02 151.99 147.95
R2 148.87 148.87 147.57
R1 147.84 147.84 147.19 148.36
PP 144.72 144.72 144.72 144.98
S1 143.69 143.69 146.43 144.21
S2 140.57 140.57 146.05
S3 136.42 139.54 145.67
S4 132.27 135.39 144.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.75 138.30 7.45 5.2% 0.75 0.5% 75% False False 1,634
10 145.75 138.30 7.45 5.2% 0.53 0.4% 75% False False 1,279
20 145.75 134.89 10.86 7.5% 0.44 0.3% 83% False False 1,077
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 0.03
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 151.68
2.618 147.92
1.618 145.62
1.000 144.20
0.618 143.32
HIGH 141.90
0.618 141.02
0.500 140.75
0.382 140.48
LOW 139.60
0.618 138.18
1.000 137.30
1.618 135.88
2.618 133.58
4.250 129.83
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 142.85 142.63
PP 141.80 141.37
S1 140.75 140.10

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

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