NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 114.70 117.00 2.30 2.0% 125.50
High 118.01 117.00 -1.01 -0.9% 125.50
Low 114.53 114.70 0.17 0.1% 116.38
Close 116.94 116.19 -0.75 -0.6% 116.46
Range 3.48 2.30 -1.18 -33.9% 9.12
ATR 2.97 2.92 -0.05 -1.6% 0.00
Volume 2,073 1,338 -735 -35.5% 12,844
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.86 121.83 117.46
R3 120.56 119.53 116.82
R2 118.26 118.26 116.61
R1 117.23 117.23 116.40 116.60
PP 115.96 115.96 115.96 115.65
S1 114.93 114.93 115.98 114.30
S2 113.66 113.66 115.77
S3 111.36 112.63 115.56
S4 109.06 110.33 114.93
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
5 118.01 113.54 4.47 3.8% 2.18 1.9% 59% False False 1,882
10 127.94 113.54 14.40 12.4% 2.27 1.9% 18% False False 2,147
20 133.67 113.54 20.13 17.3% 2.18 1.9% 13% False False 2,201
40 148.35 113.54 34.81 30.0% 1.88 1.6% 8% False False 1,682
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.78
2.618 123.02
1.618 120.72
1.000 119.30
0.618 118.42
HIGH 117.00
0.618 116.12
0.500 115.85
0.382 115.58
LOW 114.70
0.618 113.28
1.000 112.40
1.618 110.98
2.618 108.68
4.250 104.93
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 116.08 116.05
PP 115.96 115.91
S1 115.85 115.78

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

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