NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	119.45	116.25	-3.20	-2.7%	125.50
High	119.75	116.78	-2.97	-2.5%	126.50
Low	119.12	116.00	-3.12	-2.6%	116.00
Close	119.35	116.27	-3.08	-2.6%	116.27
Range	0.63	0.78	0.15	23.8%	10.50
ATR	3.27	3.28	0.01	0.2%	0.00
Volume	3,088	2,072	-1,016	-32.9%	16,109

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.69	118.26	116.70
R3	117.91	117.48	116.48
R2	117.13	117.13	116.41
R1	116.70	116.70	116.34	116.92
PP	116.35	116.35	116.35	116.46
S1	115.92	115.92	116.20	116.14
S2	115.57	115.57	116.13
S3	114.79	115.14	116.06
S4	114.01	114.36	115.84

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	151.09	144.18	122.05
R3	140.59	133.68	119.16
R2	130.09	130.09	118.20
R1	123.18	123.18	117.23	121.39
PP	119.59	119.59	119.59	118.69
S1	112.68	112.68	115.31	110.89
S2	109.09	109.09	114.35
S3	98.59	102.18	113.38
S4	88.09	91.68	110.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.50	116.00	10.50	9.0%	2.17	1.9%	3%	False	True	3,221
10	129.18	116.00	13.18	11.3%	2.68	2.3%	2%	False	True	3,253
20	146.84	116.00	30.84	26.5%	2.85	2.4%	1%	False	True	3,769

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.10
2.618	118.82
1.618	118.04
1.000	117.56
0.618	117.26
HIGH	116.78
0.618	116.48
0.500	116.39
0.382	116.30
LOW	116.00
0.618	115.52
1.000	115.22
1.618	114.74
2.618	113.96
4.250	112.69

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	116.39	117.88
PP	116.35	117.34
S1	116.31	116.81

Download as Excel Spreadsheet

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

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