NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 118.51 119.60 1.09 0.9% 125.97
High 121.38 119.81 -1.57 -1.3% 126.68
Low 117.60 114.85 -2.75 -2.3% 114.85
Close 119.78 115.40 -4.38 -3.7% 115.40
Range 3.78 4.96 1.18 31.2% 11.83
ATR 4.78 4.79 0.01 0.3% 0.00
Volume 140,471 145,057 4,586 3.3% 610,035
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.57 128.44 118.13
R3 126.61 123.48 116.76
R2 121.65 121.65 116.31
R1 118.52 118.52 115.85 117.61
PP 116.69 116.69 116.69 116.23
S1 113.56 113.56 114.95 112.65
S2 111.73 111.73 114.49
S3 106.77 108.60 114.04
S4 101.81 103.64 112.67
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 154.47 146.76 121.91
R3 142.64 134.93 118.65
R2 130.81 130.81 117.57
R1 123.10 123.10 116.48 121.04
PP 118.98 118.98 118.98 117.95
S1 111.27 111.27 114.32 109.21
S2 107.15 107.15 113.23
S3 95.32 99.44 112.15
S4 83.49 87.61 108.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.68 114.85 11.83 10.3% 4.38 3.8% 5% False True 122,007
10 128.95 114.85 14.10 12.2% 4.78 4.1% 4% False True 93,026
20 147.55 114.85 32.70 28.3% 5.05 4.4% 2% False True 69,588
40 148.13 114.85 33.28 28.8% 4.76 4.1% 2% False True 48,597
60 148.13 114.85 33.28 28.8% 4.75 4.1% 2% False True 40,544
80 148.13 108.00 40.13 34.8% 4.33 3.8% 18% False False 32,168
100 148.13 96.67 51.46 44.6% 3.88 3.4% 36% False False 26,684
120 148.13 95.61 52.52 45.5% 3.54 3.1% 38% False False 22,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.92
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140.89
2.618 132.80
1.618 127.84
1.000 124.77
0.618 122.88
HIGH 119.81
0.618 117.92
0.500 117.33
0.382 116.74
LOW 114.85
0.618 111.78
1.000 109.89
1.618 106.82
2.618 101.86
4.250 93.77
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 117.33 118.12
PP 116.69 117.21
S1 116.04 116.31

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

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