NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 129.07 124.96 -4.11 -3.2% 145.24
High 129.21 126.87 -2.34 -1.8% 147.55
Low 124.76 124.08 -0.68 -0.5% 129.45
Close 125.04 125.97 0.93 0.7% 129.97
Range 4.45 2.79 -1.66 -37.3% 18.10
ATR 5.06 4.90 -0.16 -3.2% 0.00
Volume 48,813 56,505 7,692 15.8% 205,444
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 134.01 132.78 127.50
R3 131.22 129.99 126.74
R2 128.43 128.43 126.48
R1 127.20 127.20 126.23 127.82
PP 125.64 125.64 125.64 125.95
S1 124.41 124.41 125.71 125.03
S2 122.85 122.85 125.46
S3 120.06 121.62 125.20
S4 117.27 118.83 124.44
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
5 133.35 124.08 9.27 7.4% 4.20 3.3% 20% False True 46,404
10 148.13 124.08 24.05 19.1% 5.49 4.4% 8% False True 41,819
20 148.13 124.08 24.05 19.1% 4.82 3.8% 8% False True 36,028
40 148.13 122.32 25.81 20.5% 4.90 3.9% 14% False False 30,951
60 148.13 108.00 40.13 31.9% 4.52 3.6% 45% False False 25,404
80 148.13 100.50 47.63 37.8% 3.91 3.1% 53% False False 20,356
100 148.13 96.67 51.46 40.9% 3.60 2.9% 57% False False 17,032
120 148.13 86.34 61.79 49.1% 3.23 2.6% 64% False False 14,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.07
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 138.73
2.618 134.17
1.618 131.38
1.000 129.66
0.618 128.59
HIGH 126.87
0.618 125.80
0.500 125.48
0.382 125.15
LOW 124.08
0.618 122.36
1.000 121.29
1.618 119.57
2.618 116.78
4.250 112.22
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 125.81 128.72
PP 125.64 127.80
S1 125.48 126.89

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

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