NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 104.22 103.89 -0.33 -0.3% 109.15
High 104.22 103.89 -0.33 -0.3% 109.15
Low 103.33 103.89 0.56 0.5% 103.33
Close 103.47 103.89 0.42 0.4% 103.89
Range 0.89 0.00 -0.89 -100.0% 5.82
ATR 2.10 1.98 -0.12 -5.7% 0.00
Volume 339 174 -165 -48.7% 1,992
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 103.89 103.89 103.89
R3 103.89 103.89 103.89
R2 103.89 103.89 103.89
R1 103.89 103.89 103.89 103.89
PP 103.89 103.89 103.89 103.89
S1 103.89 103.89 103.89 103.89
S2 103.89 103.89 103.89
S3 103.89 103.89 103.89
S4 103.89 103.89 103.89
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.92 119.22 107.09
R3 117.10 113.40 105.49
R2 111.28 111.28 104.96
R1 107.58 107.58 104.42 106.52
PP 105.46 105.46 105.46 104.93
S1 101.76 101.76 103.36 100.70
S2 99.64 99.64 102.82
S3 93.82 95.94 102.29
S4 88.00 90.12 100.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.15 103.33 5.82 5.6% 0.63 0.6% 10% False False 398
10 118.21 103.33 14.88 14.3% 0.68 0.7% 4% False False 474
20 123.73 103.33 20.40 19.6% 0.53 0.5% 3% False False 483
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.89
2.618 103.89
1.618 103.89
1.000 103.89
0.618 103.89
HIGH 103.89
0.618 103.89
0.500 103.89
0.382 103.89
LOW 103.89
0.618 103.89
1.000 103.89
1.618 103.89
2.618 103.89
4.250 103.89
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 103.89 105.14
PP 103.89 104.72
S1 103.89 104.31

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

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