NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 126.60 122.49 -4.11 -3.2% 126.09
High 126.60 122.49 -4.11 -3.2% 126.60
Low 126.60 122.47 -4.13 -3.3% 122.81
Close 126.60 122.70 -3.90 -3.1% 126.60
Range 0.00 0.02 0.02 3.79
ATR 2.13 2.27 0.14 6.7% 0.00
Volume 843 396 -447 -53.0% 5,657
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.61 122.68 122.71
R3 122.59 122.66 122.71
R2 122.57 122.57 122.70
R1 122.64 122.64 122.70 122.61
PP 122.55 122.55 122.55 122.54
S1 122.62 122.62 122.70 122.59
S2 122.53 122.53 122.70
S3 122.51 122.60 122.69
S4 122.49 122.58 122.69
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 136.71 135.44 128.68
R3 132.92 131.65 127.64
R2 129.13 129.13 127.29
R1 127.86 127.86 126.95 128.50
PP 125.34 125.34 125.34 125.65
S1 124.07 124.07 126.25 124.71
S2 121.55 121.55 125.91
S3 117.76 120.28 125.56
S4 113.97 116.49 124.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.60 122.47 4.13 3.4% 0.05 0.0% 6% False True 862
10 132.20 122.47 9.73 7.9% 0.39 0.3% 2% False True 1,311
20 146.86 122.47 24.39 19.9% 0.19 0.2% 1% False True 1,105
40 146.86 122.47 24.39 19.9% 0.10 0.1% 1% False True 716
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 0.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.58
2.618 122.54
1.618 122.52
1.000 122.51
0.618 122.50
HIGH 122.49
0.618 122.48
0.500 122.48
0.382 122.48
LOW 122.47
0.618 122.46
1.000 122.45
1.618 122.44
2.618 122.42
4.250 122.39
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 122.63 124.54
PP 122.55 123.92
S1 122.48 123.31

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

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