NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 127.87 124.88 -2.99 -2.3% 125.42
High 128.00 127.94 -0.06 0.0% 128.22
Low 125.21 124.88 -0.33 -0.3% 122.70
Close 125.48 126.66 1.18 0.9% 126.66
Range 2.79 3.06 0.27 9.7% 5.52
ATR 3.10 3.09 0.00 -0.1% 0.00
Volume 2,118 2,112 -6 -0.3% 10,082
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 135.67 134.23 128.34
R3 132.61 131.17 127.50
R2 129.55 129.55 127.22
R1 128.11 128.11 126.94 128.83
PP 126.49 126.49 126.49 126.86
S1 125.05 125.05 126.38 125.77
S2 123.43 123.43 126.10
S3 120.37 121.99 125.82
S4 117.31 118.93 124.98
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 142.42 140.06 129.70
R3 136.90 134.54 128.18
R2 131.38 131.38 127.67
R1 129.02 129.02 127.17 130.20
PP 125.86 125.86 125.86 126.45
S1 123.50 123.50 126.15 124.68
S2 120.34 120.34 125.65
S3 114.82 117.98 125.14
S4 109.30 112.46 123.62
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 4.4% 2.80 2.2% 72% False False 2,016
10 133.67 122.70 10.97 8.7% 2.22 1.8% 36% False False 2,221
20 148.35 122.70 25.65 20.3% 2.52 2.0% 15% False False 1,967
40 148.35 122.70 25.65 20.3% 1.42 1.1% 15% False False 1,443
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.95
2.618 135.95
1.618 132.89
1.000 131.00
0.618 129.83
HIGH 127.94
0.618 126.77
0.500 126.41
0.382 126.05
LOW 124.88
0.618 122.99
1.000 121.82
1.618 119.93
2.618 116.87
4.250 111.88
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 126.58 126.26
PP 126.49 125.86
S1 126.41 125.46

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

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