NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 116.06 114.17 -1.89 -1.6% 116.62
High 116.46 117.26 0.80 0.7% 118.01
Low 113.90 114.17 0.27 0.2% 113.01
Close 114.35 115.91 1.56 1.4% 115.54
Range 2.56 3.09 0.53 20.7% 5.00
ATR 2.91 2.93 0.01 0.4% 0.00
Volume 1,952 1,334 -618 -31.7% 9,658
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 125.05 123.57 117.61
R3 121.96 120.48 116.76
R2 118.87 118.87 116.48
R1 117.39 117.39 116.19 118.13
PP 115.78 115.78 115.78 116.15
S1 114.30 114.30 115.63 115.04
S2 112.69 112.69 115.34
S3 109.60 111.21 115.06
S4 106.51 108.12 114.21
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 4.3% 2.79 2.4% 58% False False 1,968
10 120.40 113.01 7.39 6.4% 2.25 1.9% 39% False False 2,136
20 130.50 113.01 17.49 15.1% 2.39 2.1% 17% False False 2,225
40 148.35 113.01 35.34 30.5% 2.05 1.8% 8% False False 1,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130.39
2.618 125.35
1.618 122.26
1.000 120.35
0.618 119.17
HIGH 117.26
0.618 116.08
0.500 115.72
0.382 115.35
LOW 114.17
0.618 112.26
1.000 111.08
1.618 109.17
2.618 106.08
4.250 101.04
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 115.85 115.65
PP 115.78 115.39
S1 115.72 115.14

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

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