NYMEX Light Sweet Crude Oil Future March 2009

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	114.17	117.50	3.33	2.9%	116.62
High	117.26	117.50	0.24	0.2%	118.01
Low	114.17	114.65	0.48	0.4%	113.01
Close	115.91	117.38	1.47	1.3%	115.54
Range	3.09	2.85	-0.24	-7.8%	5.00
ATR	2.93	2.92	-0.01	-0.2%	0.00
Volume	1,334	1,559	225	16.9%	9,658

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	125.06	124.07	118.95
R3	122.21	121.22	118.16
R2	119.36	119.36	117.90
R1	118.37	118.37	117.64	117.44
PP	116.51	116.51	116.51	116.05
S1	115.52	115.52	117.12	114.59
S2	113.66	113.66	116.86
S3	110.81	112.67	116.60
S4	107.96	109.82	115.81

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	117.50	113.01	4.49	3.8%	2.67	2.3%	97%	True	False	1,865
10	120.40	113.01	7.39	6.3%	2.38	2.0%	59%	False	False	2,006
20	128.22	113.01	15.21	13.0%	2.34	2.0%	29%	False	False	2,213
40	148.35	113.01	35.34	30.1%	2.12	1.8%	12%	False	False	1,822

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129.61
2.618	124.96
1.618	122.11
1.000	120.35
0.618	119.26
HIGH	117.50
0.618	116.41
0.500	116.08
0.382	115.74
LOW	114.65
0.618	112.89
1.000	111.80
1.618	110.04
2.618	107.19
4.250	102.54

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	116.95	116.82
PP	116.51	116.26
S1	116.08	115.70

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