NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 122.45 127.23 4.78 3.9% 130.70
High 127.69 128.19 0.50 0.4% 133.35
Low 121.29 123.14 1.85 1.5% 123.06
Close 127.20 124.51 -2.69 -2.1% 123.82
Range 6.40 5.05 -1.35 -21.1% 10.29
ATR 4.84 4.85 0.02 0.3% 0.00
Volume 62,840 92,467 29,627 47.1% 256,055
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 140.43 137.52 127.29
R3 135.38 132.47 125.90
R2 130.33 130.33 125.44
R1 127.42 127.42 124.97 126.35
PP 125.28 125.28 125.28 124.75
S1 122.37 122.37 124.05 121.30
S2 120.23 120.23 123.58
S3 115.18 117.32 123.12
S4 110.13 112.27 121.73
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
5 128.19 120.90 7.29 5.9% 4.67 3.8% 50% True False 62,870
10 133.35 120.90 12.45 10.0% 4.44 3.6% 29% False False 54,637
20 148.13 120.90 27.23 21.9% 5.08 4.1% 13% False False 44,810
40 148.13 120.90 27.23 21.9% 4.98 4.0% 13% False False 36,053
60 148.13 120.00 28.13 22.6% 4.58 3.7% 16% False False 30,018
80 148.13 106.12 42.01 33.7% 4.10 3.3% 44% False False 23,897
100 148.13 96.67 51.46 41.3% 3.74 3.0% 54% False False 19,984
120 148.13 91.35 56.78 45.6% 3.35 2.7% 58% False False 16,994
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 0.95
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149.65
2.618 141.41
1.618 136.36
1.000 133.24
0.618 131.31
HIGH 128.19
0.618 126.26
0.500 125.67
0.382 125.07
LOW 123.14
0.618 120.02
1.000 118.09
1.618 114.97
2.618 109.92
4.250 101.68
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 125.67 124.55
PP 125.28 124.53
S1 124.90 124.52

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

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