NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 114.06 116.06 2.00 1.8% 116.62
High 115.54 116.46 0.92 0.8% 118.01
Low 113.01 113.90 0.89 0.8% 113.01
Close 115.54 114.35 -1.19 -1.0% 115.54
Range 2.53 2.56 0.03 1.2% 5.00
ATR 2.94 2.91 -0.03 -0.9% 0.00
Volume 3,144 1,952 -1,192 -37.9% 9,658
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.58 121.03 115.76
R3 120.02 118.47 115.05
R2 117.46 117.46 114.82
R1 115.91 115.91 114.58 115.41
PP 114.90 114.90 114.90 114.65
S1 113.35 113.35 114.12 112.85
S2 112.34 112.34 113.88
S3 109.78 110.79 113.65
S4 107.22 108.23 112.94
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 130.52 128.03 118.29
R3 125.52 123.03 116.92
R2 120.52 120.52 116.46
R1 118.03 118.03 116.00 116.78
PP 115.52 115.52 115.52 114.89
S1 113.03 113.03 115.08 111.78
S2 110.52 110.52 114.62
S3 105.52 108.03 114.17
S4 100.52 103.03 112.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.01 113.01 5.00 4.4% 2.58 2.3% 27% False False 1,884
10 121.10 113.01 8.09 7.1% 2.10 1.8% 17% False False 2,176
20 132.00 113.01 18.99 16.6% 2.34 2.0% 7% False False 2,211
40 148.35 113.01 35.34 30.9% 1.97 1.7% 4% False False 1,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.34
2.618 123.16
1.618 120.60
1.000 119.02
0.618 118.04
HIGH 116.46
0.618 115.48
0.500 115.18
0.382 114.88
LOW 113.90
0.618 112.32
1.000 111.34
1.618 109.76
2.618 107.20
4.250 103.02
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 115.18 115.01
PP 114.90 114.79
S1 114.63 114.57

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

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