NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 113.54 114.70 1.16 1.0% 125.50
High 115.59 118.01 2.42 2.1% 125.50
Low 113.54 114.53 0.99 0.9% 116.38
Close 114.28 116.94 2.66 2.3% 116.46
Range 2.05 3.48 1.43 69.8% 9.12
ATR 2.91 2.97 0.06 2.0% 0.00
Volume 916 2,073 1,157 126.3% 12,844
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 126.93 125.42 118.85
R3 123.45 121.94 117.90
R2 119.97 119.97 117.58
R1 118.46 118.46 117.26 119.22
PP 116.49 116.49 116.49 116.87
S1 114.98 114.98 116.62 115.74
S2 113.01 113.01 116.30
S3 109.53 111.50 115.98
S4 106.05 108.02 115.03
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 5.9% 2.08 1.8% 50% False False 2,147
10 128.00 113.54 14.46 12.4% 2.31 2.0% 24% False False 2,225
20 133.77 113.54 20.23 17.3% 2.14 1.8% 17% False False 2,242
40 148.35 113.54 34.81 29.8% 1.82 1.6% 10% False False 1,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132.80
2.618 127.12
1.618 123.64
1.000 121.49
0.618 120.16
HIGH 118.01
0.618 116.68
0.500 116.27
0.382 115.86
LOW 114.53
0.618 112.38
1.000 111.05
1.618 108.90
2.618 105.42
4.250 99.74
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 116.72 116.55
PP 116.49 116.16
S1 116.27 115.78

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

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