NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 137.16 137.35 0.19 0.1% 141.68
High 139.48 143.23 3.75 2.7% 146.68
Low 136.50 136.60 0.10 0.1% 140.42
Close 137.19 142.76 5.57 4.1% 145.09
Range 2.98 6.63 3.65 122.5% 6.26
ATR 4.31 4.47 0.17 3.9% 0.00
Volume 35,775 31,276 -4,499 -12.6% 138,750
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 160.75 158.39 146.41
R3 154.12 151.76 144.58
R2 147.49 147.49 143.98
R1 145.13 145.13 143.37 146.31
PP 140.86 140.86 140.86 141.46
S1 138.50 138.50 142.15 139.68
S2 134.23 134.23 141.54
S3 127.60 131.87 140.94
S4 120.97 125.24 139.11
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
5 146.44 136.49 9.95 7.0% 4.68 3.3% 63% False False 32,734
10 146.68 136.49 10.19 7.1% 4.14 2.9% 62% False False 30,237
20 146.68 132.54 14.14 9.9% 4.36 3.1% 72% False False 27,860
40 146.68 120.30 26.38 18.5% 4.60 3.2% 85% False False 25,454
60 146.68 108.00 38.68 27.1% 4.01 2.8% 90% False False 19,270
80 146.68 96.67 50.01 35.0% 3.56 2.5% 92% False False 15,621
100 146.68 95.61 51.07 35.8% 3.20 2.2% 92% False False 13,008
120 146.68 84.97 61.71 43.2% 2.85 2.0% 94% False False 11,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 171.41
2.618 160.59
1.618 153.96
1.000 149.86
0.618 147.33
HIGH 143.23
0.618 140.70
0.500 139.92
0.382 139.13
LOW 136.60
0.618 132.50
1.000 129.97
1.618 125.87
2.618 119.24
4.250 108.42
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 141.81 141.82
PP 140.86 140.89
S1 139.92 139.95

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

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