NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 124.88 125.50 0.62 0.5% 125.42
High 127.94 125.50 -2.44 -1.9% 128.22
Low 124.88 121.83 -3.05 -2.4% 122.70
Close 126.66 122.75 -3.91 -3.1% 126.66
Range 3.06 3.67 0.61 19.9% 5.52
ATR 3.09 3.22 0.12 4.0% 0.00
Volume 2,112 2,691 579 27.4% 10,082
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 134.37 132.23 124.77
R3 130.70 128.56 123.76
R2 127.03 127.03 123.42
R1 124.89 124.89 123.09 124.13
PP 123.36 123.36 123.36 122.98
S1 121.22 121.22 122.41 120.46
S2 119.69 119.69 122.08
S3 116.02 117.55 121.74
S4 112.35 113.88 120.73
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
5 128.22 121.83 6.39 5.2% 3.21 2.6% 14% False True 1,906
10 132.00 121.83 10.17 8.3% 2.59 2.1% 9% False True 2,247
20 148.35 121.83 26.52 21.6% 2.71 2.2% 3% False True 2,050
40 148.35 121.83 26.52 21.6% 1.51 1.2% 3% False True 1,493
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 3 trading days
Fibonacci Retracements and Extensions
4.250 141.10
2.618 135.11
1.618 131.44
1.000 129.17
0.618 127.77
HIGH 125.50
0.618 124.10
0.500 123.67
0.382 123.23
LOW 121.83
0.618 119.56
1.000 118.16
1.618 115.89
2.618 112.22
4.250 106.23
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 123.67 124.92
PP 123.36 124.19
S1 123.06 123.47

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

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