NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 124.96 126.02 1.06 0.8% 130.70
High 126.87 126.98 0.11 0.1% 133.35
Low 124.08 123.06 -1.02 -0.8% 123.06
Close 125.97 123.82 -2.15 -1.7% 123.82
Range 2.79 3.92 1.13 40.5% 10.29
ATR 4.90 4.83 -0.07 -1.4% 0.00
Volume 56,505 73,718 17,213 30.5% 256,055
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 136.38 134.02 125.98
R3 132.46 130.10 124.90
R2 128.54 128.54 124.54
R1 126.18 126.18 124.18 125.40
PP 124.62 124.62 124.62 124.23
S1 122.26 122.26 123.46 121.48
S2 120.70 120.70 123.10
S3 116.78 118.34 122.74
S4 112.86 114.42 121.66
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.61 151.01 129.48
R3 147.32 140.72 126.65
R2 137.03 137.03 125.71
R1 130.43 130.43 124.76 128.59
PP 126.74 126.74 126.74 125.82
S1 120.14 120.14 122.88 118.30
S2 116.45 116.45 121.93
S3 106.16 109.85 120.99
S4 95.87 99.56 118.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.35 123.06 10.29 8.3% 4.21 3.4% 7% False True 51,211
10 147.55 123.06 24.49 19.8% 5.31 4.3% 3% False True 46,149
20 148.13 123.06 25.07 20.2% 4.79 3.9% 3% False True 38,374
40 148.13 122.32 25.81 20.8% 4.92 4.0% 6% False False 32,245
60 148.13 109.31 38.82 31.4% 4.51 3.6% 37% False False 26,436
80 148.13 101.91 46.22 37.3% 3.95 3.2% 47% False False 21,158
100 148.13 96.67 51.46 41.6% 3.62 2.9% 53% False False 17,744
120 148.13 86.44 61.69 49.8% 3.25 2.6% 61% False False 15,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.64
2.618 137.24
1.618 133.32
1.000 130.90
0.618 129.40
HIGH 126.98
0.618 125.48
0.500 125.02
0.382 124.56
LOW 123.06
0.618 120.64
1.000 119.14
1.618 116.72
2.618 112.80
4.250 106.40
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 125.02 126.14
PP 124.62 125.36
S1 124.22 124.59

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

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