NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 119.60 115.40 -4.20 -3.5% 125.97
High 119.81 117.08 -2.73 -2.3% 126.68
Low 114.85 112.89 -1.96 -1.7% 114.85
Close 115.40 114.66 -0.74 -0.6% 115.40
Range 4.96 4.19 -0.77 -15.5% 11.83
ATR 4.79 4.75 -0.04 -0.9% 0.00
Volume 145,057 136,243 -8,814 -6.1% 610,035
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.45 125.24 116.96
R3 123.26 121.05 115.81
R2 119.07 119.07 115.43
R1 116.86 116.86 115.04 115.87
PP 114.88 114.88 114.88 114.38
S1 112.67 112.67 114.28 111.68
S2 110.69 110.69 113.89
S3 106.50 108.48 113.51
S4 102.31 104.29 112.36
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
5 121.42 112.89 8.53 7.4% 3.85 3.4% 21% False True 133,044
10 128.95 112.89 16.06 14.0% 4.94 4.3% 11% False True 101,482
20 147.55 112.89 34.66 30.2% 5.08 4.4% 5% False True 74,608
40 148.13 112.89 35.24 30.7% 4.72 4.1% 5% False True 51,396
60 148.13 112.89 35.24 30.7% 4.77 4.2% 5% False True 42,669
80 148.13 108.00 40.13 35.0% 4.34 3.8% 17% False False 33,829
100 148.13 97.48 50.65 44.2% 3.90 3.4% 34% False False 27,990
120 148.13 95.61 52.52 45.8% 3.56 3.1% 36% False False 23,803
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 1.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.89
2.618 128.05
1.618 123.86
1.000 121.27
0.618 119.67
HIGH 117.08
0.618 115.48
0.500 114.99
0.382 114.49
LOW 112.89
0.618 110.30
1.000 108.70
1.618 106.11
2.618 101.92
4.250 95.08
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 114.99 117.14
PP 114.88 116.31
S1 114.77 115.49

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

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