NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 124.50 125.97 1.47 1.2% 124.03
High 128.95 126.68 -2.27 -1.8% 128.95
Low 122.49 119.86 -2.63 -2.1% 120.90
Close 125.50 121.69 -3.81 -3.0% 125.50
Range 6.46 6.82 0.36 5.6% 8.05
ATR 4.97 5.10 0.13 2.7% 0.00
Volume 79,598 81,055 1,457 1.8% 320,231
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 143.20 139.27 125.44
R3 136.38 132.45 123.57
R2 129.56 129.56 122.94
R1 125.63 125.63 122.32 124.19
PP 122.74 122.74 122.74 122.02
S1 118.81 118.81 121.06 117.37
S2 115.92 115.92 120.44
S3 109.10 111.99 119.81
S4 102.28 105.17 117.94
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
5 128.95 119.86 9.09 7.5% 6.04 5.0% 20% False True 69,921
10 133.35 119.86 13.49 11.1% 5.03 4.1% 14% False True 61,294
20 148.13 119.86 28.27 23.2% 5.40 4.4% 6% False True 49,951
40 148.13 119.86 28.27 23.2% 4.93 4.1% 6% False True 38,265
60 148.13 119.86 28.27 23.2% 4.72 3.9% 6% False True 32,344
80 148.13 107.01 41.12 33.8% 4.24 3.5% 36% False False 25,726
100 148.13 96.67 51.46 42.3% 3.84 3.2% 49% False False 21,544
120 148.13 93.39 54.74 45.0% 3.45 2.8% 52% False False 18,315
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 0.95
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 155.67
2.618 144.53
1.618 137.71
1.000 133.50
0.618 130.89
HIGH 126.68
0.618 124.07
0.500 123.27
0.382 122.47
LOW 119.86
0.618 115.65
1.000 113.04
1.618 108.83
2.618 102.01
4.250 90.88
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 123.27 124.41
PP 122.74 123.50
S1 122.22 122.60

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

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