NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 110.18 112.52 2.34 2.1% 117.93
High 112.41 112.52 0.11 0.1% 119.79
Low 110.16 112.52 2.36 2.1% 117.38
Close 113.36 112.52 -0.84 -0.7% 117.38
Range 2.25 0.00 -2.25 -100.0% 2.41
ATR 2.25 2.15 -0.10 -4.5% 0.00
Volume 2,737 3,212 475 17.4% 6,576
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.52 112.52 112.52
R3 112.52 112.52 112.52
R2 112.52 112.52 112.52
R1 112.52 112.52 112.52 112.52
PP 112.52 112.52 112.52 112.52
S1 112.52 112.52 112.52 112.52
S2 112.52 112.52 112.52
S3 112.52 112.52 112.52
S4 112.52 112.52 112.52
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 8.6% 0.45 0.4% 25% False False 1,772
10 123.71 110.16 13.55 12.0% 0.23 0.2% 17% False False 1,553
20 123.71 110.16 13.55 12.0% 0.33 0.3% 17% False False 1,084
40 146.69 110.16 36.53 32.5% 0.28 0.3% 6% False False 859
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 False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.52
2.618 112.52
1.618 112.52
1.000 112.52
0.618 112.52
HIGH 112.52
0.618 112.52
0.500 112.52
0.382 112.52
LOW 112.52
0.618 112.52
1.000 112.52
1.618 112.52
2.618 112.52
4.250 112.52
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 112.52 113.77
PP 112.52 113.35
S1 112.52 112.94

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

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