NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 120.40 119.75 -0.65 -0.5% 125.42
High 121.10 119.85 -1.25 -1.0% 128.22
Low 119.50 118.25 -1.25 -1.0% 122.70
Close 119.95 119.06 -0.89 -0.7% 126.66
Range 1.60 1.60 0.00 0.0% 5.52
ATR 3.22 3.11 -0.11 -3.4% 0.00
Volume 1,728 2,863 1,135 65.7% 10,082
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 123.85 123.06 119.94
R3 122.25 121.46 119.50
R2 120.65 120.65 119.35
R1 119.86 119.86 119.21 119.46
PP 119.05 119.05 119.05 118.85
S1 118.26 118.26 118.91 117.86
S2 117.45 117.45 118.77
S3 115.85 116.66 118.62
S4 114.25 115.06 118.18
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
5 128.00 118.25 9.75 8.2% 2.54 2.1% 8% False True 2,302
10 128.22 118.25 9.97 8.4% 2.30 1.9% 8% False True 2,421
20 148.35 118.25 30.10 25.3% 2.79 2.3% 3% False True 2,032
40 148.35 118.25 30.10 25.3% 1.57 1.3% 3% False True 1,569
Crabel Price Patterns
NR False
NR4 False
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 0.31
Fibonacci Retracements and Extensions
4.250 126.65
2.618 124.04
1.618 122.44
1.000 121.45
0.618 120.84
HIGH 119.85
0.618 119.24
0.500 119.05
0.382 118.86
LOW 118.25
0.618 117.26
1.000 116.65
1.618 115.66
2.618 114.06
4.250 111.45
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 119.06 121.88
PP 119.05 120.94
S1 119.05 120.00

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

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