NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 115.10 116.67 1.57 1.4% 125.50
High 116.95 116.67 -0.28 -0.2% 126.50
Low 115.02 115.85 0.83 0.7% 116.00
Close 116.80 116.08 -0.72 -0.6% 116.27
Range 1.93 0.82 -1.11 -57.5% 10.50
ATR 3.08 2.93 -0.15 -4.9% 0.00
Volume 1,553 6,274 4,721 304.0% 16,109
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 118.66 118.19 116.53
R3 117.84 117.37 116.31
R2 117.02 117.02 116.23
R1 116.55 116.55 116.16 116.38
PP 116.20 116.20 116.20 116.11
S1 115.73 115.73 116.00 115.56
S2 115.38 115.38 115.93
S3 114.56 114.91 115.85
S4 113.74 114.09 115.63
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
5 116.95 114.08 2.87 2.5% 1.53 1.3% 70% False False 3,297
10 129.18 114.08 15.10 13.0% 2.31 2.0% 13% False False 3,206
20 133.50 114.08 19.42 16.7% 2.32 2.0% 10% False False 3,757
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.16
2.618 118.82
1.618 118.00
1.000 117.49
0.618 117.18
HIGH 116.67
0.618 116.36
0.500 116.26
0.382 116.16
LOW 115.85
0.618 115.34
1.000 115.03
1.618 114.52
2.618 113.70
4.250 112.37
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 116.26 115.96
PP 116.20 115.84
S1 116.14 115.73

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

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