NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 125.97 121.29 -4.68 -3.7% 124.03
High 126.68 121.42 -5.26 -4.2% 128.95
Low 119.86 118.29 -1.57 -1.3% 120.90
Close 121.69 119.22 -2.47 -2.0% 125.50
Range 6.82 3.13 -3.69 -54.1% 8.05
ATR 5.10 4.98 -0.12 -2.4% 0.00
Volume 81,055 97,674 16,619 20.5% 320,231
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.03 127.26 120.94
R3 125.90 124.13 120.08
R2 122.77 122.77 119.79
R1 121.00 121.00 119.51 120.32
PP 119.64 119.64 119.64 119.31
S1 117.87 117.87 118.93 117.19
S2 116.51 116.51 118.65
S3 113.38 114.74 118.36
S4 110.25 111.61 117.50
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
5 128.95 118.29 10.66 8.9% 5.57 4.7% 9% False True 82,726
10 129.21 118.29 10.92 9.2% 4.70 3.9% 9% False True 67,799
20 148.13 118.29 29.84 25.0% 5.22 4.4% 3% False True 52,896
40 148.13 118.29 29.84 25.0% 4.85 4.1% 3% False True 40,110
60 148.13 118.29 29.84 25.0% 4.73 4.0% 3% False True 33,779
80 148.13 107.24 40.89 34.3% 4.26 3.6% 29% False False 26,921
100 148.13 96.67 51.46 43.2% 3.87 3.2% 44% False False 22,493
120 148.13 93.39 54.74 45.9% 3.47 2.9% 47% False False 19,123
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.86
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134.72
2.618 129.61
1.618 126.48
1.000 124.55
0.618 123.35
HIGH 121.42
0.618 120.22
0.500 119.86
0.382 119.49
LOW 118.29
0.618 116.36
1.000 115.16
1.618 113.23
2.618 110.10
4.250 104.99
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 119.86 123.62
PP 119.64 122.15
S1 119.43 120.69

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

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