NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 114.25 116.40 2.15 1.9% 116.88
High 115.55 116.40 0.85 0.7% 116.95
Low 113.39 114.98 1.59 1.4% 113.39
Close 115.55 114.34 -1.21 -1.0% 115.55
Range 2.16 1.42 -0.74 -34.3% 3.56
ATR 2.91 2.81 -0.11 -3.7% 0.00
Volume 5,347 1,494 -3,853 -72.1% 19,763
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 119.50 118.34 115.12
R3 118.08 116.92 114.73
R2 116.66 116.66 114.60
R1 115.50 115.50 114.47 115.37
PP 115.24 115.24 115.24 115.18
S1 114.08 114.08 114.21 113.95
S2 113.82 113.82 114.08
S3 112.40 112.66 113.95
S4 110.98 111.24 113.56
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 125.98 124.32 117.51
R3 122.42 120.76 116.53
R2 118.86 118.86 116.20
R1 117.20 117.20 115.88 116.25
PP 115.30 115.30 115.30 114.82
S1 113.64 113.64 115.22 112.69
S2 111.74 111.74 114.90
S3 108.18 110.08 114.57
S4 104.62 106.52 113.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.95 113.39 3.56 3.1% 1.53 1.3% 27% False False 3,617
10 121.93 113.39 8.54 7.5% 1.58 1.4% 11% False False 3,391
20 132.50 113.39 19.11 16.7% 2.37 2.1% 5% False False 3,689
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 True
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.44
2.618 120.12
1.618 118.70
1.000 117.82
0.618 117.28
HIGH 116.40
0.618 115.86
0.500 115.69
0.382 115.52
LOW 114.98
0.618 114.10
1.000 113.56
1.618 112.68
2.618 111.26
4.250 108.95
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 115.69 115.03
PP 115.24 114.80
S1 114.79 114.57

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

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