NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 112.86 112.96 0.10 0.1% 118.03
High 113.00 112.96 -0.04 0.0% 119.87
Low 112.86 112.96 0.10 0.1% 117.00
Close 112.96 111.33 -1.63 -1.4% 117.48
Range 0.14 0.00 -0.14 -100.0% 2.87
ATR 2.22 2.06 -0.16 -7.1% 0.00
Volume 492 370 -122 -24.8% 2,788
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.42 111.87 111.33
R3 112.42 111.87 111.33
R2 112.42 112.42 111.33
R1 111.87 111.87 111.33 112.15
PP 112.42 112.42 112.42 112.55
S1 111.87 111.87 111.33 112.15
S2 112.42 112.42 111.33
S3 112.42 111.87 111.33
S4 112.42 111.87 111.33
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
5 118.21 111.75 6.46 5.8% 0.69 0.6% -7% False False 480
10 123.73 111.75 11.98 10.8% 0.72 0.6% -4% False False 497
20 123.73 111.75 11.98 10.8% 0.36 0.3% -4% False False 449
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.96
2.618 112.96
1.618 112.96
1.000 112.96
0.618 112.96
HIGH 112.96
0.618 112.96
0.500 112.96
0.382 112.96
LOW 112.96
0.618 112.96
1.000 112.96
1.618 112.96
2.618 112.96
4.250 112.96
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 112.96 112.80
PP 112.42 112.31
S1 111.87 111.82

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

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