NYMEX Light Sweet Crude Oil Future June 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 125.50 120.00 -5.50 -4.4% 125.75
High 126.50 121.93 -4.57 -3.6% 129.18
Low 121.00 118.98 -2.02 -1.7% 122.55
Close 122.44 119.57 -2.87 -2.3% 126.32
Range 5.50 2.95 -2.55 -46.4% 6.63
ATR 3.64 3.63 -0.01 -0.4% 0.00
Volume 3,454 3,226 -228 -6.6% 16,421
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.01 127.24 121.19
R3 126.06 124.29 120.38
R2 123.11 123.11 120.11
R1 121.34 121.34 119.84 120.75
PP 120.16 120.16 120.16 119.87
S1 118.39 118.39 119.30 117.80
S2 117.21 117.21 119.03
S3 114.26 115.44 118.76
S4 111.31 112.49 117.95
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
5 129.18 118.98 10.20 8.5% 3.99 3.3% 6% False True 3,683
10 129.90 118.98 10.92 9.1% 3.11 2.6% 5% False True 4,110
20 147.91 118.98 28.93 24.2% 3.15 2.6% 2% False True 3,704
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 False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.47
2.618 129.65
1.618 126.70
1.000 124.88
0.618 123.75
HIGH 121.93
0.618 120.80
0.500 120.46
0.382 120.11
LOW 118.98
0.618 117.16
1.000 116.03
1.618 114.21
2.618 111.26
4.250 106.44
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 120.46 124.08
PP 120.16 122.58
S1 119.87 121.07

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

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