NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 121.10 119.37 -1.73 -1.4% 117.80
High 121.37 120.15 -1.22 -1.0% 121.37
Low 117.36 116.99 -0.37 -0.3% 116.99
Close 117.78 117.43 -0.35 -0.3% 117.43
Range 4.01 3.16 -0.85 -21.2% 4.38
ATR 2.93 2.95 0.02 0.6% 0.00
Volume 2,936 2,981 45 1.5% 11,002
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.67 125.71 119.17
R3 124.51 122.55 118.30
R2 121.35 121.35 118.01
R1 119.39 119.39 117.72 118.79
PP 118.19 118.19 118.19 117.89
S1 116.23 116.23 117.14 115.63
S2 115.03 115.03 116.85
S3 111.87 113.07 116.56
S4 108.71 109.91 115.69
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.74 128.96 119.84
R3 127.36 124.58 118.63
R2 122.98 122.98 118.23
R1 120.20 120.20 117.83 119.40
PP 118.60 118.60 118.60 118.20
S1 115.82 115.82 117.03 115.02
S2 114.22 114.22 116.63
S3 109.84 111.44 116.23
S4 105.46 107.06 115.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.37 116.99 4.38 3.7% 2.16 1.8% 10% False True 2,200
10 123.85 113.50 10.35 8.8% 2.38 2.0% 38% False False 2,397
20 126.50 113.39 13.11 11.2% 2.19 1.9% 31% False False 2,992
40 147.91 113.39 34.52 29.4% 2.68 2.3% 12% False False 3,306
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 False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.58
2.618 128.42
1.618 125.26
1.000 123.31
0.618 122.10
HIGH 120.15
0.618 118.94
0.500 118.57
0.382 118.20
LOW 116.99
0.618 115.04
1.000 113.83
1.618 111.88
2.618 108.72
4.250 103.56
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 118.57 119.18
PP 118.19 118.60
S1 117.81 118.01

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

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