NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 114.31 114.50 0.19 0.2% 122.49
High 114.31 116.74 2.43 2.1% 122.49
Low 114.31 114.50 0.19 0.2% 116.45
Close 114.31 116.96 2.65 2.3% 116.45
Range 0.00 2.24 2.24 6.04
ATR 2.05 2.07 0.03 1.3% 0.00
Volume 737 1,228 491 66.6% 5,050
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.79 122.11 118.19
R3 120.55 119.87 117.58
R2 118.31 118.31 117.37
R1 117.63 117.63 117.17 117.97
PP 116.07 116.07 116.07 116.24
S1 115.39 115.39 116.75 115.73
S2 113.83 113.83 116.55
S3 111.59 113.15 116.34
S4 109.35 110.91 115.73
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 4.4% 0.87 0.7% 52% False False 984
10 126.60 114.31 12.29 10.5% 0.47 0.4% 22% False False 1,010
20 133.73 114.31 19.42 16.6% 0.43 0.4% 14% False False 1,136
40 146.86 114.31 32.55 27.8% 0.22 0.2% 8% False False 831
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 126.26
2.618 122.60
1.618 120.36
1.000 118.98
0.618 118.12
HIGH 116.74
0.618 115.88
0.500 115.62
0.382 115.36
LOW 114.50
0.618 113.12
1.000 112.26
1.618 110.88
2.618 108.64
4.250 104.98
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 116.51 116.48
PP 116.07 116.00
S1 115.62 115.53

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

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