NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 123.30 123.93 0.63 0.5% 133.67
High 124.00 128.22 4.22 3.4% 133.67
Low 123.00 122.70 -0.30 -0.2% 125.45
Close 124.08 128.08 4.00 3.2% 125.14
Range 1.00 5.52 4.52 452.0% 8.22
ATR 2.93 3.11 0.19 6.3% 0.00
Volume 1,198 1,414 216 18.0% 12,130
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 142.89 141.01 131.12
R3 137.37 135.49 129.60
R2 131.85 131.85 129.09
R1 129.97 129.97 128.59 130.91
PP 126.33 126.33 126.33 126.81
S1 124.45 124.45 127.57 125.39
S2 120.81 120.81 127.07
S3 115.29 118.93 126.56
S4 109.77 113.41 125.04
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
5 128.22 122.70 5.52 4.3% 2.06 1.6% 97% True True 2,539
10 133.77 122.70 11.07 8.6% 1.97 1.5% 49% False True 2,259
20 148.35 122.70 25.65 20.0% 2.23 1.7% 21% False True 1,830
40 148.35 122.70 25.65 20.0% 1.29 1.0% 21% False True 1,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 151.68
2.618 142.67
1.618 137.15
1.000 133.74
0.618 131.63
HIGH 128.22
0.618 126.11
0.500 125.46
0.382 124.81
LOW 122.70
0.618 119.29
1.000 117.18
1.618 113.77
2.618 108.25
4.250 99.24
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 127.21 127.21
PP 126.33 126.33
S1 125.46 125.46

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

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