NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 142.82 145.24 2.42 1.7% 145.34
High 148.13 147.20 -0.93 -0.6% 148.13
Low 142.42 143.60 1.18 0.8% 136.49
Close 145.96 146.13 0.17 0.1% 145.96
Range 5.71 3.60 -2.11 -37.0% 11.64
ATR 4.56 4.49 -0.07 -1.5% 0.00
Volume 30,411 35,830 5,419 17.8% 167,231
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 156.44 154.89 148.11
R3 152.84 151.29 147.12
R2 149.24 149.24 146.79
R1 147.69 147.69 146.46 148.47
PP 145.64 145.64 145.64 146.03
S1 144.09 144.09 145.80 144.87
S2 142.04 142.04 145.47
S3 138.44 140.49 145.14
S4 134.84 136.89 144.15
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% 5.17 3.5% 83% False False 34,416
10 148.13 136.49 11.64 8.0% 4.21 2.9% 83% False False 30,935
20 148.13 132.54 15.59 10.7% 4.37 3.0% 87% False False 28,184
40 148.13 122.32 25.81 17.7% 4.62 3.2% 92% False False 26,700
60 148.13 108.00 40.13 27.5% 4.10 2.8% 95% False False 20,236
80 148.13 97.48 50.65 34.7% 3.61 2.5% 96% False False 16,336
100 148.13 95.61 52.52 35.9% 3.26 2.2% 96% False False 13,642
120 148.13 86.34 61.79 42.3% 2.92 2.0% 97% False False 11,571
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.50
2.618 156.62
1.618 153.02
1.000 150.80
0.618 149.42
HIGH 147.20
0.618 145.82
0.500 145.40
0.382 144.98
LOW 143.60
0.618 141.38
1.000 140.00
1.618 137.78
2.618 134.18
4.250 128.30
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 145.89 144.88
PP 145.64 143.62
S1 145.40 142.37

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

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