NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 122.58 122.54 -0.04 0.0% 126.34
High 122.58 122.54 -0.04 0.0% 126.47
Low 122.58 122.54 -0.04 0.0% 123.57
Close 122.58 119.74 -2.84 -2.3% 126.47
Range
ATR 2.60 2.42 -0.18 -7.0% 0.00
Volume 433 993 560 129.3% 2,881
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 121.61 120.67 119.74
R3 121.61 120.67 119.74
R2 121.61 121.61 119.74
R1 120.67 120.67 119.74 121.14
PP 121.61 121.61 121.61 121.84
S1 120.67 120.67 119.74 121.14
S2 121.61 121.61 119.74
S3 121.61 120.67 119.74
S4 121.61 120.67 119.74
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
5 126.47 122.54 3.93 3.3% 0.00 0.0% -71% False True 664
10 127.10 122.54 4.56 3.8% 0.16 0.1% -61% False True 570
20 146.69 122.54 24.15 20.2% 0.24 0.2% -12% False True 635
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 122.54
2.618 122.54
1.618 122.54
1.000 122.54
0.618 122.54
HIGH 122.54
0.618 122.54
0.500 122.54
0.382 122.54
LOW 122.54
0.618 122.54
1.000 122.54
1.618 122.54
2.618 122.54
4.250 122.54
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 122.54 124.51
PP 121.61 122.92
S1 120.67 121.33

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

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