NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 146.05 145.34 -0.71 -0.5% 141.68
High 146.44 145.63 -0.81 -0.6% 146.68
Low 144.65 140.57 -4.08 -2.8% 140.42
Close 145.09 142.42 -2.67 -1.8% 145.09
Range 1.79 5.06 3.27 182.7% 6.26
ATR 4.15 4.21 0.07 1.6% 0.00
Volume 26,852 30,981 4,129 15.4% 138,750
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 158.05 155.30 145.20
R3 152.99 150.24 143.81
R2 147.93 147.93 143.35
R1 145.18 145.18 142.88 144.03
PP 142.87 142.87 142.87 142.30
S1 140.12 140.12 141.96 138.97
S2 137.81 137.81 141.49
S3 132.75 135.06 141.03
S4 127.69 130.00 139.64
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
5 146.68 140.57 6.11 4.3% 3.26 2.3% 30% False True 27,454
10 146.68 132.85 13.83 9.7% 3.92 2.7% 69% False False 26,244
20 146.68 131.70 14.98 10.5% 4.46 3.1% 72% False False 26,578
40 146.68 120.30 26.38 18.5% 4.37 3.1% 84% False False 23,541
60 146.68 107.01 39.67 27.9% 3.85 2.7% 89% False False 17,650
80 146.68 96.67 50.01 35.1% 3.45 2.4% 91% False False 14,442
100 146.68 93.39 53.29 37.4% 3.06 2.2% 92% False False 11,988
120 146.68 84.60 62.08 43.6% 2.74 1.9% 93% False False 10,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 167.14
2.618 158.88
1.618 153.82
1.000 150.69
0.618 148.76
HIGH 145.63
0.618 143.70
0.500 143.10
0.382 142.50
LOW 140.57
0.618 137.44
1.000 135.51
1.618 132.38
2.618 127.32
4.250 119.07
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 143.10 143.63
PP 142.87 143.22
S1 142.65 142.82

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

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