NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 117.80 119.77 1.97 1.7% 116.40
High 118.25 119.77 1.52 1.3% 123.85
Low 117.19 118.00 0.81 0.7% 113.50
Close 118.01 118.39 0.38 0.3% 117.23
Range 1.06 1.77 0.71 67.0% 10.35
ATR 3.02 2.93 -0.09 -3.0% 0.00
Volume 1,631 1,952 321 19.7% 12,973
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 124.03 122.98 119.36
R3 122.26 121.21 118.88
R2 120.49 120.49 118.71
R1 119.44 119.44 118.55 119.08
PP 118.72 118.72 118.72 118.54
S1 117.67 117.67 118.23 117.31
S2 116.95 116.95 118.07
S3 115.18 115.90 117.90
S4 113.41 114.13 117.42
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 149.24 143.59 122.92
R3 138.89 133.24 120.08
R2 128.54 128.54 119.13
R1 122.89 122.89 118.18 125.72
PP 118.19 118.19 118.19 119.61
S1 112.54 112.54 116.28 115.37
S2 107.84 107.84 115.33
S3 97.49 102.19 114.38
S4 87.14 91.84 111.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.85 115.44 8.41 7.1% 2.70 2.3% 35% False False 2,498
10 123.85 113.39 10.46 8.8% 2.08 1.8% 48% False False 2,973
20 129.18 113.39 15.79 13.3% 2.36 2.0% 32% False False 3,208
40 147.91 113.39 34.52 29.2% 2.64 2.2% 14% False False 3,305
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.29
2.618 124.40
1.618 122.63
1.000 121.54
0.618 120.86
HIGH 119.77
0.618 119.09
0.500 118.89
0.382 118.68
LOW 118.00
0.618 116.91
1.000 116.23
1.618 115.14
2.618 113.37
4.250 110.48
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 118.89 119.34
PP 118.72 119.02
S1 118.56 118.71

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

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