NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 145.24 145.83 0.59 0.4% 145.34
High 147.20 147.55 0.35 0.2% 148.13
Low 143.60 137.25 -6.35 -4.4% 136.49
Close 146.13 139.83 -6.30 -4.3% 145.96
Range 3.60 10.30 6.70 186.1% 11.64
ATR 4.49 4.91 0.41 9.2% 0.00
Volume 35,830 30,436 -5,394 -15.1% 167,231
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 172.44 166.44 145.50
R3 162.14 156.14 142.66
R2 151.84 151.84 141.72
R1 145.84 145.84 140.77 143.69
PP 141.54 141.54 141.54 140.47
S1 135.54 135.54 138.89 133.39
S2 131.24 131.24 137.94
S3 120.94 125.24 137.00
S4 110.64 114.94 134.17
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
5 148.13 136.50 11.63 8.3% 5.84 4.2% 29% False False 32,745
10 148.13 136.49 11.64 8.3% 4.94 3.5% 29% False False 31,666
20 148.13 132.54 15.59 11.1% 4.74 3.4% 47% False False 28,037
40 148.13 122.32 25.81 18.5% 4.83 3.5% 68% False False 27,230
60 148.13 108.00 40.13 28.7% 4.25 3.0% 79% False False 20,693
80 148.13 97.48 50.65 36.2% 3.72 2.7% 84% False False 16,655
100 148.13 96.38 51.75 37.0% 3.35 2.4% 84% False False 13,939
120 148.13 86.34 61.79 44.2% 3.01 2.2% 87% False False 11,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 191.33
2.618 174.52
1.618 164.22
1.000 157.85
0.618 153.92
HIGH 147.55
0.618 143.62
0.500 142.40
0.382 141.18
LOW 137.25
0.618 130.88
1.000 126.95
1.618 120.58
2.618 110.28
4.250 93.48
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 142.40 142.69
PP 141.54 141.74
S1 140.69 140.78

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

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