NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 125.50 120.40 -5.10 -4.1% 125.42
High 125.50 121.10 -4.40 -3.5% 128.22
Low 121.83 119.50 -2.33 -1.9% 122.70
Close 122.75 119.95 -2.80 -2.3% 126.66
Range 3.67 1.60 -2.07 -56.4% 5.52
ATR 3.22 3.22 0.00 0.1% 0.00
Volume 2,691 1,728 -963 -35.8% 10,082
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 124.98 124.07 120.83
R3 123.38 122.47 120.39
R2 121.78 121.78 120.24
R1 120.87 120.87 120.10 120.53
PP 120.18 120.18 120.18 120.01
S1 119.27 119.27 119.80 118.93
S2 118.58 118.58 119.66
S3 116.98 117.67 119.51
S4 115.38 116.07 119.07
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
5 128.22 119.50 8.72 7.3% 3.33 2.8% 5% False True 2,012
10 130.50 119.50 11.00 9.2% 2.53 2.1% 4% False True 2,314
20 148.35 119.50 28.85 24.1% 2.78 2.3% 2% False True 1,994
40 148.35 119.50 28.85 24.1% 1.53 1.3% 2% False True 1,516
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127.90
2.618 125.29
1.618 123.69
1.000 122.70
0.618 122.09
HIGH 121.10
0.618 120.49
0.500 120.30
0.382 120.11
LOW 119.50
0.618 118.51
1.000 117.90
1.618 116.91
2.618 115.31
4.250 112.70
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 120.30 123.72
PP 120.18 122.46
S1 120.07 121.21

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

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