NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 120.32 117.45 -2.87 -2.4% 125.50
High 120.40 117.55 -2.85 -2.4% 125.50
Low 118.60 116.38 -2.22 -1.9% 116.38
Close 119.75 116.46 -3.29 -2.7% 116.46
Range 1.80 1.17 -0.63 -35.0% 9.12
ATR 3.02 3.04 0.03 0.8% 0.00
Volume 2,664 2,898 234 8.8% 12,844
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 120.31 119.55 117.10
R3 119.14 118.38 116.78
R2 117.97 117.97 116.67
R1 117.21 117.21 116.57 117.01
PP 116.80 116.80 116.80 116.69
S1 116.04 116.04 116.35 115.84
S2 115.63 115.63 116.25
S3 114.46 114.87 116.14
S4 113.29 113.70 115.82
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 146.81 140.75 121.48
R3 137.69 131.63 118.97
R2 128.57 128.57 118.13
R1 122.51 122.51 117.30 120.98
PP 119.45 119.45 119.45 118.68
S1 113.39 113.39 115.62 111.86
S2 110.33 110.33 114.79
S3 101.21 104.27 113.95
S4 92.09 95.15 111.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.50 116.38 9.12 7.8% 1.97 1.7% 1% False True 2,568
10 128.22 116.38 11.84 10.2% 2.38 2.0% 1% False True 2,292
20 147.14 116.38 30.76 26.4% 2.61 2.2% 0% False True 2,147
40 148.35 116.38 31.97 27.5% 1.64 1.4% 0% False True 1,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122.52
2.618 120.61
1.618 119.44
1.000 118.72
0.618 118.27
HIGH 117.55
0.618 117.10
0.500 116.97
0.382 116.83
LOW 116.38
0.618 115.66
1.000 115.21
1.618 114.49
2.618 113.32
4.250 111.41
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 116.97 118.39
PP 116.80 117.75
S1 116.63 117.10

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

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