NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 127.25 125.90 -1.35 -1.1% 133.67
High 127.60 125.90 -1.70 -1.3% 133.67
Low 125.89 125.45 -0.44 -0.3% 125.45
Close 126.99 125.14 -1.85 -1.5% 125.14
Range 1.71 0.45 -1.26 -73.7% 8.22
ATR 3.09 2.98 -0.11 -3.6% 0.00
Volume 3,128 3,718 590 18.9% 12,130
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 126.85 126.44 125.39
R3 126.40 125.99 125.26
R2 125.95 125.95 125.22
R1 125.54 125.54 125.18 125.52
PP 125.50 125.50 125.50 125.49
S1 125.09 125.09 125.10 125.07
S2 125.05 125.05 125.06
S3 124.60 124.64 125.02
S4 124.15 124.19 124.89
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.75 147.16 129.66
R3 144.53 138.94 127.40
R2 136.31 136.31 126.65
R1 130.72 130.72 125.89 129.41
PP 128.09 128.09 128.09 127.43
S1 122.50 122.50 124.39 121.19
S2 119.87 119.87 123.63
S3 111.65 114.28 122.88
S4 103.43 106.06 120.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.67 125.45 8.22 6.6% 1.64 1.3% -4% False True 2,426
10 147.14 125.45 21.69 17.3% 2.83 2.3% -1% False True 2,003
20 148.35 125.45 22.90 18.3% 1.90 1.5% -1% False True 1,704
40 148.35 123.65 24.70 19.7% 1.14 0.9% 6% False False 1,308
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127.81
2.618 127.08
1.618 126.63
1.000 126.35
0.618 126.18
HIGH 125.90
0.618 125.73
0.500 125.68
0.382 125.62
LOW 125.45
0.618 125.17
1.000 125.00
1.618 124.72
2.618 124.27
4.250 123.54
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 125.68 127.98
PP 125.50 127.03
S1 125.32 126.09

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

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