NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 125.25 126.47 1.22 1.0% 126.34
High 125.25 126.47 1.22 1.0% 126.47
Low 125.25 126.47 1.22 1.0% 123.57
Close 125.25 126.47 1.22 1.0% 126.47
Range
ATR 2.60 2.50 -0.10 -3.8% 0.00
Volume 742 389 -353 -47.6% 2,881
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 126.47 126.47 126.47
R3 126.47 126.47 126.47
R2 126.47 126.47 126.47
R1 126.47 126.47 126.47 126.47
PP 126.47 126.47 126.47 126.47
S1 126.47 126.47 126.47 126.47
S2 126.47 126.47 126.47
S3 126.47 126.47 126.47
S4 126.47 126.47 126.47
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 134.20 133.24 128.07
R3 131.30 130.34 127.27
R2 128.40 128.40 127.00
R1 127.44 127.44 126.74 127.92
PP 125.50 125.50 125.50 125.75
S1 124.54 124.54 126.20 125.02
S2 122.60 122.60 125.94
S3 119.70 121.64 125.67
S4 116.80 118.74 124.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.47 123.57 2.90 2.3% 0.10 0.1% 100% True False 576
10 133.68 123.57 10.11 8.0% 0.16 0.1% 29% False False 618
20 146.69 123.57 23.12 18.3% 0.26 0.2% 13% False False 591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 126.47
2.618 126.47
1.618 126.47
1.000 126.47
0.618 126.47
HIGH 126.47
0.618 126.47
0.500 126.47
0.382 126.47
LOW 126.47
0.618 126.47
1.000 126.47
1.618 126.47
2.618 126.47
4.250 126.47
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 126.47 126.27
PP 126.47 126.06
S1 126.47 125.86

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

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