NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 132.38 129.07 -3.31 -2.5% 145.24
High 133.35 129.21 -4.14 -3.1% 147.55
Low 126.97 124.76 -2.21 -1.7% 129.45
Close 128.97 125.04 -3.93 -3.0% 129.97
Range 6.38 4.45 -1.93 -30.3% 18.10
ATR 5.11 5.06 -0.05 -0.9% 0.00
Volume 32,626 48,813 16,187 49.6% 205,444
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 139.69 136.81 127.49
R3 135.24 132.36 126.26
R2 130.79 130.79 125.86
R1 127.91 127.91 125.45 127.13
PP 126.34 126.34 126.34 125.94
S1 123.46 123.46 124.63 122.68
S2 121.89 121.89 124.22
S3 117.44 119.01 123.82
S4 112.99 114.56 122.59
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
5 137.83 124.76 13.07 10.5% 5.13 4.1% 2% False True 44,471
10 148.13 124.76 23.37 18.7% 5.88 4.7% 1% False True 39,296
20 148.13 124.76 23.37 18.7% 4.99 4.0% 1% False True 34,676
40 148.13 122.32 25.81 20.6% 4.98 4.0% 11% False False 30,197
60 148.13 108.00 40.13 32.1% 4.53 3.6% 42% False False 24,565
80 148.13 97.64 50.49 40.4% 3.94 3.1% 54% False False 19,714
100 148.13 96.67 51.46 41.2% 3.61 2.9% 55% False False 16,512
120 148.13 86.34 61.79 49.4% 3.22 2.6% 63% False False 13,948
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 1.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.12
2.618 140.86
1.618 136.41
1.000 133.66
0.618 131.96
HIGH 129.21
0.618 127.51
0.500 126.99
0.382 126.46
LOW 124.76
0.618 122.01
1.000 120.31
1.618 117.56
2.618 113.11
4.250 105.85
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 126.99 129.06
PP 126.34 127.72
S1 125.69 126.38

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

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