NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 137.35 142.82 5.47 4.0% 145.34
High 143.23 148.13 4.90 3.4% 148.13
Low 136.60 142.42 5.82 4.3% 136.49
Close 142.76 145.96 3.20 2.2% 145.96
Range 6.63 5.71 -0.92 -13.9% 11.64
ATR 4.47 4.56 0.09 2.0% 0.00
Volume 31,276 30,411 -865 -2.8% 167,231
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 162.63 160.01 149.10
R3 156.92 154.30 147.53
R2 151.21 151.21 147.01
R1 148.59 148.59 146.48 149.90
PP 145.50 145.50 145.50 146.16
S1 142.88 142.88 145.44 144.19
S2 139.79 139.79 144.91
S3 134.08 137.17 144.39
S4 128.37 131.46 142.82
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.45 173.84 152.36
R3 166.81 162.20 149.16
R2 155.17 155.17 148.09
R1 150.56 150.56 147.03 152.87
PP 143.53 143.53 143.53 144.68
S1 138.92 138.92 144.89 141.23
S2 131.89 131.89 143.83
S3 120.25 127.28 142.76
S4 108.61 115.64 139.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.13 136.49 11.64 8.0% 5.46 3.7% 81% True False 33,446
10 148.13 136.49 11.64 8.0% 4.27 2.9% 81% True False 30,598
20 148.13 132.54 15.59 10.7% 4.48 3.1% 86% True False 27,606
40 148.13 122.32 25.81 17.7% 4.60 3.2% 92% True False 26,022
60 148.13 108.00 40.13 27.5% 4.09 2.8% 95% True False 19,695
80 148.13 96.67 51.46 35.3% 3.59 2.5% 96% True False 15,958
100 148.13 95.61 52.52 36.0% 3.24 2.2% 96% True False 13,292
120 148.13 86.34 61.79 42.3% 2.89 2.0% 96% True False 11,290
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172.40
2.618 163.08
1.618 157.37
1.000 153.84
0.618 151.66
HIGH 148.13
0.618 145.95
0.500 145.28
0.382 144.60
LOW 142.42
0.618 138.89
1.000 136.71
1.618 133.18
2.618 127.47
4.250 118.15
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 145.73 144.75
PP 145.50 143.53
S1 145.28 142.32

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

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