NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 121.10 121.90 0.80 0.7% 116.06
High 123.30 121.90 -1.40 -1.1% 123.30
Low 121.10 118.73 -2.37 -2.0% 113.90
Close 123.40 116.83 -6.57 -5.3% 116.83
Range 2.20 3.17 0.97 44.1% 9.40
ATR 3.14 3.24 0.11 3.5% 0.00
Volume 2,633 2,339 -294 -11.2% 9,817
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.66 125.92 118.57
R3 125.49 122.75 117.70
R2 122.32 122.32 117.41
R1 119.58 119.58 117.12 119.37
PP 119.15 119.15 119.15 119.05
S1 116.41 116.41 116.54 116.20
S2 115.98 115.98 116.25
S3 112.81 113.24 115.96
S4 109.64 110.07 115.09
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 146.21 140.92 122.00
R3 136.81 131.52 119.42
R2 127.41 127.41 118.55
R1 122.12 122.12 117.69 124.77
PP 118.01 118.01 118.01 119.33
S1 112.72 112.72 115.97 115.37
S2 108.61 108.61 115.11
S3 99.21 103.32 114.25
S4 89.81 93.92 111.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.30 113.90 9.40 8.0% 2.77 2.4% 31% False False 1,963
10 123.30 113.01 10.29 8.8% 2.62 2.2% 37% False False 1,947
20 128.22 113.01 15.21 13.0% 2.50 2.1% 25% False False 2,120
40 148.35 113.01 35.34 30.2% 2.20 1.9% 11% False False 1,912
60 148.35 113.01 35.34 30.2% 1.59 1.4% 11% False False 1,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135.37
2.618 130.20
1.618 127.03
1.000 125.07
0.618 123.86
HIGH 121.90
0.618 120.69
0.500 120.32
0.382 119.94
LOW 118.73
0.618 116.77
1.000 115.56
1.618 113.60
2.618 110.43
4.250 105.26
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 120.32 118.98
PP 119.15 118.26
S1 117.99 117.55

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

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