NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 131.68 130.70 -0.98 -0.7% 145.24
High 133.35 133.13 -0.22 -0.2% 147.55
Low 129.45 129.63 0.18 0.1% 129.45
Close 129.97 132.26 2.29 1.8% 129.97
Range 3.90 3.50 -0.40 -10.3% 18.10
ATR 5.12 5.01 -0.12 -2.3% 0.00
Volume 49,683 44,393 -5,290 -10.6% 205,444
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 142.17 140.72 134.19
R3 138.67 137.22 133.22
R2 135.17 135.17 132.90
R1 133.72 133.72 132.58 134.45
PP 131.67 131.67 131.67 132.04
S1 130.22 130.22 131.94 130.95
S2 128.17 128.17 131.62
S3 124.67 126.72 131.30
S4 121.17 123.22 130.34
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.96 178.06 139.93
R3 171.86 159.96 134.95
R2 153.76 153.76 133.29
R1 141.86 141.86 131.63 138.76
PP 135.66 135.66 135.66 134.11
S1 123.76 123.76 128.31 120.66
S2 117.56 117.56 126.65
S3 99.46 105.66 124.99
S4 81.36 87.56 120.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.55 129.45 18.10 13.7% 6.40 4.8% 16% False False 42,801
10 148.13 129.45 18.68 14.1% 5.78 4.4% 15% False False 38,608
20 148.13 129.45 18.68 14.1% 4.85 3.7% 15% False False 32,426
40 148.13 122.32 25.81 19.5% 4.95 3.7% 39% False False 29,389
60 148.13 108.00 40.13 30.3% 4.42 3.3% 60% False False 23,398
80 148.13 97.48 50.65 38.3% 3.90 2.9% 69% False False 18,770
100 148.13 96.67 51.46 38.9% 3.52 2.7% 69% False False 15,732
120 148.13 86.34 61.79 46.7% 3.15 2.4% 74% False False 13,278
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.13
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 148.01
2.618 142.29
1.618 138.79
1.000 136.63
0.618 135.29
HIGH 133.13
0.618 131.79
0.500 131.38
0.382 130.97
LOW 129.63
0.618 127.47
1.000 126.13
1.618 123.97
2.618 120.47
4.250 114.76
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 131.97 133.64
PP 131.67 133.18
S1 131.38 132.72

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

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