NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 125.50 122.45 -3.05 -2.4% 130.70
High 126.35 127.69 1.34 1.1% 133.35
Low 120.90 121.29 0.39 0.3% 123.06
Close 122.74 127.20 4.46 3.6% 123.82
Range 5.45 6.40 0.95 17.4% 10.29
ATR 4.72 4.84 0.12 2.5% 0.00
Volume 33,646 62,840 29,194 86.8% 256,055
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 144.59 142.30 130.72
R3 138.19 135.90 128.96
R2 131.79 131.79 128.37
R1 129.50 129.50 127.79 130.65
PP 125.39 125.39 125.39 125.97
S1 123.10 123.10 126.61 124.25
S2 118.99 118.99 126.03
S3 112.59 116.70 125.44
S4 106.19 110.30 123.68
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
5 127.69 120.90 6.79 5.3% 4.22 3.3% 93% True False 55,677
10 137.83 120.90 16.93 13.3% 4.67 3.7% 37% False False 50,074
20 148.13 120.90 27.23 21.4% 4.95 3.9% 23% False False 41,530
40 148.13 120.90 27.23 21.4% 5.02 3.9% 23% False False 34,299
60 148.13 118.76 29.37 23.1% 4.55 3.6% 29% False False 28,606
80 148.13 105.17 42.96 33.8% 4.07 3.2% 51% False False 22,850
100 148.13 96.67 51.46 40.5% 3.71 2.9% 59% False False 19,111
120 148.13 91.13 57.00 44.8% 3.32 2.6% 63% False False 16,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 154.89
2.618 144.45
1.618 138.05
1.000 134.09
0.618 131.65
HIGH 127.69
0.618 125.25
0.500 124.49
0.382 123.73
LOW 121.29
0.618 117.33
1.000 114.89
1.618 110.93
2.618 104.53
4.250 94.09
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 126.30 126.23
PP 125.39 125.26
S1 124.49 124.30

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

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