NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 127.23 124.50 -2.73 -2.1% 124.03
High 128.19 128.95 0.76 0.6% 128.95
Low 123.14 122.49 -0.65 -0.5% 120.90
Close 124.51 125.50 0.99 0.8% 125.50
Range 5.05 6.46 1.41 27.9% 8.05
ATR 4.85 4.97 0.11 2.4% 0.00
Volume 92,467 79,598 -12,869 -13.9% 320,231
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 145.03 141.72 129.05
R3 138.57 135.26 127.28
R2 132.11 132.11 126.68
R1 128.80 128.80 126.09 130.46
PP 125.65 125.65 125.65 126.47
S1 122.34 122.34 124.91 124.00
S2 119.19 119.19 124.32
S3 112.73 115.88 123.72
S4 106.27 109.42 121.95
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 149.27 145.43 129.93
R3 141.22 137.38 127.71
R2 133.17 133.17 126.98
R1 129.33 129.33 126.24 131.25
PP 125.12 125.12 125.12 126.08
S1 121.28 121.28 124.76 123.20
S2 117.07 117.07 124.02
S3 109.02 113.23 123.29
S4 100.97 105.18 121.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.95 120.90 8.05 6.4% 5.18 4.1% 57% True False 64,046
10 133.35 120.90 12.45 9.9% 4.69 3.7% 37% False False 57,628
20 148.13 120.90 27.23 21.7% 5.32 4.2% 17% False False 47,448
40 148.13 120.90 27.23 21.7% 4.88 3.9% 17% False False 37,546
60 148.13 120.30 27.83 22.2% 4.64 3.7% 19% False False 31,182
80 148.13 106.72 41.41 33.0% 4.16 3.3% 45% False False 24,780
100 148.13 96.67 51.46 41.0% 3.78 3.0% 56% False False 20,759
120 148.13 93.10 55.03 43.8% 3.41 2.7% 59% False False 17,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 156.41
2.618 145.86
1.618 139.40
1.000 135.41
0.618 132.94
HIGH 128.95
0.618 126.48
0.500 125.72
0.382 124.96
LOW 122.49
0.618 118.50
1.000 116.03
1.618 112.04
2.618 105.58
4.250 95.04
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 125.72 125.37
PP 125.65 125.25
S1 125.57 125.12

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

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