NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 113.10 110.00 -3.10 -2.7% 114.10
High 113.10 110.60 -2.50 -2.2% 114.10
Low 110.36 108.75 -1.61 -1.5% 108.75
Close 111.14 109.24 -1.90 -1.7% 109.24
Range 2.74 1.85 -0.89 -32.5% 5.35
ATR 3.15 3.10 -0.05 -1.7% 0.00
Volume 4,414 5,827 1,413 32.0% 19,851
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 115.08 114.01 110.26
R3 113.23 112.16 109.75
R2 111.38 111.38 109.58
R1 110.31 110.31 109.41 109.92
PP 109.53 109.53 109.53 109.34
S1 108.46 108.46 109.07 108.07
S2 107.68 107.68 108.90
S3 105.83 106.61 108.73
S4 103.98 104.76 108.22
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 126.75 123.34 112.18
R3 121.40 117.99 110.71
R2 116.05 116.05 110.22
R1 112.64 112.64 109.73 111.67
PP 110.70 110.70 110.70 110.21
S1 107.29 107.29 108.75 106.32
S2 105.35 105.35 108.26
S3 100.00 101.94 107.77
S4 94.65 96.59 106.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.15 108.75 11.40 10.4% 2.63 2.4% 4% False True 4,566
10 121.48 108.75 12.73 11.7% 2.51 2.3% 4% False True 3,452
20 123.85 108.75 15.10 13.8% 2.18 2.0% 3% False True 3,283
40 147.91 108.75 39.16 35.8% 2.55 2.3% 1% False True 3,558
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
4.250 118.46
2.618 115.44
1.618 113.59
1.000 112.45
0.618 111.74
HIGH 110.60
0.618 109.89
0.500 109.68
0.382 109.46
LOW 108.75
0.618 107.61
1.000 106.90
1.618 105.76
2.618 103.91
4.250 100.89
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 109.68 110.93
PP 109.53 110.36
S1 109.39 109.80

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

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