NYMEX Light Sweet Crude Oil Future June 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 124.95 123.80 -1.15 -0.9% 125.75
High 125.36 129.18 3.82 3.0% 129.18
Low 124.95 123.80 -1.15 -0.9% 122.55
Close 125.08 126.32 1.24 1.0% 126.32
Range 0.41 5.38 4.97 1,212.2% 6.63
ATR 3.36 3.50 0.14 4.3% 0.00
Volume 4,597 1,542 -3,055 -66.5% 16,421
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 142.57 139.83 129.28
R3 137.19 134.45 127.80
R2 131.81 131.81 127.31
R1 129.07 129.07 126.81 130.44
PP 126.43 126.43 126.43 127.12
S1 123.69 123.69 125.83 125.06
S2 121.05 121.05 125.33
S3 115.67 118.31 124.84
S4 110.29 112.93 123.36
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 145.91 142.74 129.97
R3 139.28 136.11 128.14
R2 132.65 132.65 127.54
R1 129.48 129.48 126.93 131.07
PP 126.02 126.02 126.02 126.81
S1 122.85 122.85 125.71 124.44
S2 119.39 119.39 125.10
S3 112.76 116.22 124.50
S4 106.13 109.59 122.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.18 122.55 6.63 5.2% 3.19 2.5% 57% True False 3,284
10 132.79 122.55 10.24 8.1% 2.68 2.1% 37% False False 3,931
20 147.91 122.55 25.36 20.1% 3.17 2.5% 15% False False 3,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.05
2.618 143.26
1.618 137.88
1.000 134.56
0.618 132.50
HIGH 129.18
0.618 127.12
0.500 126.49
0.382 125.86
LOW 123.80
0.618 120.48
1.000 118.42
1.618 115.10
2.618 109.72
4.250 100.94
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 126.49 126.17
PP 126.43 126.02
S1 126.38 125.87

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

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