NYMEX Light Sweet Crude Oil Future March 2009

Trading Metrics calculated at close of trading on 12-Aug-2008

Day Change Summary
	Previous	Current
	11-Aug-2008	12-Aug-2008	Change	Change %	Previous Week
Open	116.62	113.54	-3.08	-2.6%	125.50
High	116.62	115.59	-1.03	-0.9%	125.50
Low	114.70	113.54	-1.16	-1.0%	116.38
Close	115.80	114.28	-1.52	-1.3%	116.46
Range	1.92	2.05	0.13	6.8%	9.12
ATR	2.96	2.91	-0.05	-1.7%	0.00
Volume	2,187	916	-1,271	-58.1%	12,844

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.62	119.50	115.41
R3	118.57	117.45	114.84
R2	116.52	116.52	114.66
R1	115.40	115.40	114.47	115.96
PP	114.47	114.47	114.47	114.75
S1	113.35	113.35	114.09	113.91
S2	112.42	112.42	113.90
S3	110.37	111.30	113.72
S4	108.32	109.25	113.15

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	120.40	113.54	6.86	6.0%	1.71	1.5%	11%	False	True	2,305
10	128.22	113.54	14.68	12.8%	2.52	2.2%	5%	False	True	2,159
20	140.01	113.54	26.47	23.2%	2.15	1.9%	3%	False	True	2,195
40	148.35	113.54	34.81	30.5%	1.73	1.5%	2%	False	True	1,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124.30
2.618	120.96
1.618	118.91
1.000	117.64
0.618	116.86
HIGH	115.59
0.618	114.81
0.500	114.57
0.382	114.32
LOW	113.54
0.618	112.27
1.000	111.49
1.618	110.22
2.618	108.17
4.250	104.83

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	114.57	115.55
PP	114.47	115.12
S1	114.38	114.70

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols