NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 145.15 146.05 0.90 0.6% 141.68
High 146.68 146.44 -0.24 -0.2% 146.68
Low 144.22 144.65 0.43 0.3% 140.42
Close 146.12 145.09 -1.03 -0.7% 145.09
Range 2.46 1.79 -0.67 -27.2% 6.26
ATR 4.33 4.15 -0.18 -4.2% 0.00
Volume 26,852 26,852 0 0.0% 138,750
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 150.76 149.72 146.07
R3 148.97 147.93 145.58
R2 147.18 147.18 145.42
R1 146.14 146.14 145.25 145.77
PP 145.39 145.39 145.39 145.21
S1 144.35 144.35 144.93 143.98
S2 143.60 143.60 144.76
S3 141.81 142.56 144.60
S4 140.02 140.77 144.11
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 162.84 160.23 148.53
R3 156.58 153.97 146.81
R2 150.32 150.32 146.24
R1 147.71 147.71 145.66 149.02
PP 144.06 144.06 144.06 144.72
S1 141.45 141.45 144.52 142.76
S2 137.80 137.80 143.94
S3 131.54 135.19 143.37
S4 125.28 128.93 141.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.68 140.42 6.26 4.3% 3.07 2.1% 75% False False 27,750
10 146.68 132.85 13.83 9.5% 3.79 2.6% 89% False False 25,595
20 146.68 131.70 14.98 10.3% 4.45 3.1% 89% False False 27,644
40 146.68 120.30 26.38 18.2% 4.30 3.0% 94% False False 23,049
60 146.68 106.72 39.96 27.5% 3.78 2.6% 96% False False 17,224
80 146.68 96.67 50.01 34.5% 3.40 2.3% 97% False False 14,087
100 146.68 93.10 53.58 36.9% 3.02 2.1% 97% False False 11,686
120 146.68 84.60 62.08 42.8% 2.70 1.9% 97% False False 9,914
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 154.05
2.618 151.13
1.618 149.34
1.000 148.23
0.618 147.55
HIGH 146.44
0.618 145.76
0.500 145.55
0.382 145.33
LOW 144.65
0.618 143.54
1.000 142.86
1.618 141.75
2.618 139.96
4.250 137.04
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 145.55 144.73
PP 145.39 144.38
S1 145.24 144.02

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

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