NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 117.50 121.10 3.60 3.1% 116.62
High 117.50 123.30 5.80 4.9% 118.01
Low 114.65 121.10 6.45 5.6% 113.01
Close 117.38 123.40 6.02 5.1% 115.54
Range 2.85 2.20 -0.65 -22.8% 5.00
ATR 2.92 3.14 0.21 7.3% 0.00
Volume 1,559 2,633 1,074 68.9% 9,658
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.20 128.50 124.61
R3 127.00 126.30 124.01
R2 124.80 124.80 123.80
R1 124.10 124.10 123.60 124.45
PP 122.60 122.60 122.60 122.78
S1 121.90 121.90 123.20 122.25
S2 120.40 120.40 123.00
S3 118.20 119.70 122.80
S4 116.00 117.50 122.19
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
5 123.30 113.01 10.29 8.3% 2.65 2.1% 101% True False 2,124
10 123.30 113.01 10.29 8.3% 2.42 2.0% 101% True False 2,003
20 128.22 113.01 15.21 12.3% 2.36 1.9% 68% False False 2,189
40 148.35 113.01 35.34 28.6% 2.12 1.7% 29% False False 1,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132.65
2.618 129.06
1.618 126.86
1.000 125.50
0.618 124.66
HIGH 123.30
0.618 122.46
0.500 122.20
0.382 121.94
LOW 121.10
0.618 119.74
1.000 118.90
1.618 117.54
2.618 115.34
4.250 111.75
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 123.00 121.85
PP 122.60 120.29
S1 122.20 118.74

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

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