NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 116.60 114.31 -2.29 -2.0% 122.49
High 116.60 114.31 -2.29 -2.0% 122.49
Low 114.50 114.31 -0.19 -0.2% 116.45
Close 115.84 114.31 -1.53 -1.3% 116.45
Range 2.10 0.00 -2.10 -100.0% 6.04
ATR 2.09 2.05 -0.04 -1.9% 0.00
Volume 612 737 125 20.4% 5,050
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 114.31 114.31 114.31
R3 114.31 114.31 114.31
R2 114.31 114.31 114.31
R1 114.31 114.31 114.31 114.31
PP 114.31 114.31 114.31 114.31
S1 114.31 114.31 114.31 114.31
S2 114.31 114.31 114.31
S3 114.31 114.31 114.31
S4 114.31 114.31 114.31
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 136.58 132.56 119.77
R3 130.54 126.52 118.11
R2 124.50 124.50 117.56
R1 120.48 120.48 117.00 119.47
PP 118.46 118.46 118.46 117.96
S1 114.44 114.44 115.90 113.43
S2 112.42 112.42 115.34
S3 106.38 108.40 114.79
S4 100.34 102.36 113.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.40 114.31 5.09 4.5% 0.42 0.4% 0% False True 997
10 126.60 114.31 12.29 10.8% 0.27 0.2% 0% False True 956
20 137.35 114.31 23.04 20.2% 0.32 0.3% 0% False True 1,112
40 146.86 114.31 32.55 28.5% 0.16 0.1% 0% False True 817
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 False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.31
2.618 114.31
1.618 114.31
1.000 114.31
0.618 114.31
HIGH 114.31
0.618 114.31
0.500 114.31
0.382 114.31
LOW 114.31
0.618 114.31
1.000 114.31
1.618 114.31
2.618 114.31
4.250 114.31
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 114.31 115.46
PP 114.31 115.07
S1 114.31 114.69

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

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