NYMEX Light Sweet Crude Oil Future July 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	117.84	118.21	0.37	0.3%	118.03
High	117.84	118.21	0.37	0.3%	119.87
Low	117.84	117.00	-0.84	-0.7%	117.00
Close	117.84	117.48	-0.36	-0.3%	117.48
Range	0.00	1.21	1.21		2.87
ATR	2.12	2.06	-0.07	-3.1%	0.00
Volume	368	902	534	145.1%	2,788

Daily Pivots for day following 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.19	120.55	118.15
R3	119.98	119.34	117.81
R2	118.77	118.77	117.70
R1	118.13	118.13	117.59	117.85
PP	117.56	117.56	117.56	117.42
S1	116.92	116.92	117.37	116.64
S2	116.35	116.35	117.26
S3	115.14	115.71	117.15
S4	113.93	114.50	116.81

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	126.73	124.97	119.06
R3	123.86	122.10	118.27
R2	120.99	120.99	118.01
R1	119.23	119.23	117.74	118.68
PP	118.12	118.12	118.12	117.84
S1	116.36	116.36	117.22	115.81
S2	115.25	115.25	116.95
S3	112.38	113.49	116.69
S4	109.51	110.62	115.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.87	117.00	2.87	2.4%	0.24	0.2%	17%	False	True	557
10	123.73	114.20	9.53	8.1%	0.50	0.4%	34%	False	False	507
20	123.73	114.00	9.73	8.3%	0.27	0.2%	36%	False	False	481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123.35
2.618	121.38
1.618	120.17
1.000	119.42
0.618	118.96
HIGH	118.21
0.618	117.75
0.500	117.61
0.382	117.46
LOW	117.00
0.618	116.25
1.000	115.79
1.618	115.04
2.618	113.83
4.250	111.86

Fisher Pivots for day following 29-Aug-2008
Pivot	1 day	3 day
R1	117.61	118.44
PP	117.56	118.12
S1	117.52	117.80

Download as Excel Spreadsheet

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

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