NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 114.80 115.40 0.60 0.5% 116.60
High 115.76 115.80 0.04 0.0% 116.74
Low 114.80 115.40 0.60 0.5% 114.31
Close 115.96 117.49 1.53 1.3% 115.62
Range 0.96 0.40 -0.56 -58.3% 2.43
ATR 1.75 1.66 -0.08 -4.9% 0.00
Volume 814 1,555 741 91.0% 4,594
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 117.43 117.86 117.71
R3 117.03 117.46 117.60
R2 116.63 116.63 117.56
R1 117.06 117.06 117.53 116.85
PP 116.23 116.23 116.23 116.12
S1 116.66 116.66 117.45 116.45
S2 115.83 115.83 117.42
S3 115.43 116.26 117.38
S4 115.03 115.86 117.27
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.85 121.66 116.96
R3 120.42 119.23 116.29
R2 117.99 117.99 116.07
R1 116.80 116.80 115.84 116.18
PP 115.56 115.56 115.56 115.25
S1 114.37 114.37 115.40 113.75
S2 113.13 113.13 115.17
S3 110.70 111.94 114.95
S4 108.27 109.51 114.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.48 114.80 1.68 1.4% 0.39 0.3% 160% False False 959
10 119.40 114.31 5.09 4.3% 0.63 0.5% 62% False False 971
20 127.03 114.31 12.72 10.8% 0.43 0.4% 25% False False 1,214
40 146.86 114.31 32.55 27.7% 0.26 0.2% 10% False False 920
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.50
2.618 116.85
1.618 116.45
1.000 116.20
0.618 116.05
HIGH 115.80
0.618 115.65
0.500 115.60
0.382 115.55
LOW 115.40
0.618 115.15
1.000 115.00
1.618 114.75
2.618 114.35
4.250 113.70
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 116.86 116.76
PP 116.23 116.03
S1 115.60 115.30

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

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