NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 112.52 110.85 -1.67 -1.5% 117.93
High 112.52 111.02 -1.50 -1.3% 119.79
Low 112.52 110.77 -1.75 -1.6% 117.38
Close 112.52 110.94 -1.58 -1.4% 117.38
Range 0.00 0.25 0.25 2.41
ATR 2.15 2.12 -0.03 -1.3% 0.00
Volume 3,212 1,912 -1,300 -40.5% 6,576
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 111.66 111.55 111.08
R3 111.41 111.30 111.01
R2 111.16 111.16 110.99
R1 111.05 111.05 110.96 111.11
PP 110.91 110.91 110.91 110.94
S1 110.80 110.80 110.92 110.86
S2 110.66 110.66 110.89
S3 110.41 110.55 110.87
S4 110.16 110.30 110.80
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
5 119.50 110.16 9.34 8.4% 0.50 0.5% 8% False False 2,040
10 123.71 110.16 13.55 12.2% 0.25 0.2% 6% False False 1,706
20 123.71 110.16 13.55 12.2% 0.34 0.3% 6% False False 1,137
40 146.69 110.16 36.53 32.9% 0.29 0.3% 2% False False 893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.08
2.618 111.67
1.618 111.42
1.000 111.27
0.618 111.17
HIGH 111.02
0.618 110.92
0.500 110.90
0.382 110.87
LOW 110.77
0.618 110.62
1.000 110.52
1.618 110.37
2.618 110.12
4.250 109.71
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 110.93 111.34
PP 110.91 111.21
S1 110.90 111.07

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

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