NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 119.50 121.10 1.60 1.3% 116.40
High 120.20 121.37 1.17 1.0% 123.85
Low 119.38 117.36 -2.02 -1.7% 113.50
Close 119.84 117.78 -2.06 -1.7% 117.23
Range 0.82 4.01 3.19 389.0% 10.35
ATR 2.85 2.93 0.08 2.9% 0.00
Volume 1,502 2,936 1,434 95.5% 12,973
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 130.87 128.33 119.99
R3 126.86 124.32 118.88
R2 122.85 122.85 118.52
R1 120.31 120.31 118.15 119.58
PP 118.84 118.84 118.84 118.47
S1 116.30 116.30 117.41 115.57
S2 114.83 114.83 117.04
S3 110.82 112.29 116.68
S4 106.81 108.28 115.57
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
5 121.48 117.19 4.29 3.6% 2.38 2.0% 14% False False 2,337
10 123.85 113.39 10.46 8.9% 2.28 1.9% 42% False False 2,634
20 129.18 113.39 15.79 13.4% 2.30 2.0% 28% False False 2,920
40 147.91 113.39 34.52 29.3% 2.64 2.2% 13% False False 3,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138.41
2.618 131.87
1.618 127.86
1.000 125.38
0.618 123.85
HIGH 121.37
0.618 119.84
0.500 119.37
0.382 118.89
LOW 117.36
0.618 114.88
1.000 113.35
1.618 110.87
2.618 106.86
4.250 100.32
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 119.37 119.37
PP 118.84 118.84
S1 118.31 118.31

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

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