NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 114.50 115.10 0.60 0.5% 125.50
High 115.80 116.95 1.15 1.0% 126.50
Low 114.50 115.02 0.52 0.5% 116.00
Close 114.18 116.80 2.62 2.3% 116.27
Range 1.30 1.93 0.63 48.5% 10.50
ATR 3.11 3.08 -0.02 -0.8% 0.00
Volume 3,419 1,553 -1,866 -54.6% 16,109
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.05 121.35 117.86
R3 120.12 119.42 117.33
R2 118.19 118.19 117.15
R1 117.49 117.49 116.98 117.84
PP 116.26 116.26 116.26 116.43
S1 115.56 115.56 116.62 115.91
S2 114.33 114.33 116.45
S3 112.40 113.63 116.27
S4 110.47 111.70 115.74
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
5 119.75 114.08 5.67 4.9% 1.49 1.3% 48% False False 2,660
10 129.18 114.08 15.10 12.9% 2.27 1.9% 18% False False 3,039
20 137.93 114.08 23.85 20.4% 2.53 2.2% 11% False False 3,680
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.15
2.618 122.00
1.618 120.07
1.000 118.88
0.618 118.14
HIGH 116.95
0.618 116.21
0.500 115.99
0.382 115.76
LOW 115.02
0.618 113.83
1.000 113.09
1.618 111.90
2.618 109.97
4.250 106.82
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 116.53 116.37
PP 116.26 115.94
S1 115.99 115.52

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

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