NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 117.38 110.18 -7.20 -6.1% 117.93
High 117.38 112.41 -4.97 -4.2% 119.79
Low 117.38 110.16 -7.22 -6.2% 117.38
Close 117.38 113.36 -4.02 -3.4% 117.38
Range 0.00 2.25 2.25 2.41
ATR 1.86 2.25 0.38 20.5% 0.00
Volume 1,527 2,737 1,210 79.2% 6,576
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.73 118.29 114.60
R3 116.48 116.04 113.98
R2 114.23 114.23 113.77
R1 113.79 113.79 113.57 114.01
PP 111.98 111.98 111.98 112.09
S1 111.54 111.54 113.15 111.76
S2 109.73 109.73 112.95
S3 107.48 109.29 112.74
S4 105.23 107.04 112.12
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 125.41 123.81 118.71
R3 123.00 121.40 118.04
R2 120.59 120.59 117.82
R1 118.99 118.99 117.60 118.59
PP 118.18 118.18 118.18 117.98
S1 116.58 116.58 117.16 116.18
S2 115.77 115.77 116.94
S3 113.36 114.17 116.72
S4 110.95 111.76 116.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.79 110.16 9.63 8.5% 0.45 0.4% 33% False True 1,599
10 123.71 110.16 13.55 12.0% 0.23 0.2% 24% False True 1,267
20 123.71 110.16 13.55 12.0% 0.33 0.3% 24% False True 973
40 146.69 110.16 36.53 32.2% 0.28 0.2% 9% False True 786
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 121.97
2.618 118.30
1.618 116.05
1.000 114.66
0.618 113.80
HIGH 112.41
0.618 111.55
0.500 111.29
0.382 111.02
LOW 110.16
0.618 108.77
1.000 107.91
1.618 106.52
2.618 104.27
4.250 100.60
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 112.67 114.83
PP 111.98 114.34
S1 111.29 113.85

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

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