NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 120.00 119.51 -0.49 -0.4% 125.75
High 121.93 119.57 -2.36 -1.9% 129.18
Low 118.98 118.56 -0.42 -0.4% 122.55
Close 119.57 118.68 -0.89 -0.7% 126.32
Range 2.95 1.01 -1.94 -65.8% 6.63
ATR 3.63 3.44 -0.19 -5.2% 0.00
Volume 3,226 4,269 1,043 32.3% 16,421
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 121.97 121.33 119.24
R3 120.96 120.32 118.96
R2 119.95 119.95 118.87
R1 119.31 119.31 118.77 119.13
PP 118.94 118.94 118.94 118.84
S1 118.30 118.30 118.59 118.12
S2 117.93 117.93 118.49
S3 116.92 117.29 118.40
S4 115.91 116.28 118.12
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
5 129.18 118.56 10.62 8.9% 3.05 2.6% 1% False True 3,417
10 129.18 118.56 10.62 8.9% 2.87 2.4% 1% False True 4,170
20 147.91 118.56 29.35 24.7% 3.11 2.6% 0% False True 3,820
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.86
2.618 122.21
1.618 121.20
1.000 120.58
0.618 120.19
HIGH 119.57
0.618 119.18
0.500 119.07
0.382 118.95
LOW 118.56
0.618 117.94
1.000 117.55
1.618 116.93
2.618 115.92
4.250 114.27
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 119.07 122.53
PP 118.94 121.25
S1 118.81 119.96

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

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