NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 115.24 115.86 0.62 0.5% 115.40
High 117.00 122.04 5.04 4.3% 117.40
Low 112.60 115.40 2.80 2.5% 111.50
Close 115.56 121.18 5.62 4.9% 113.94
Range 4.40 6.64 2.24 50.9% 5.90
ATR 4.53 4.68 0.15 3.3% 0.00
Volume 240,865 274,859 33,994 14.1% 686,082
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 139.46 136.96 124.83
R3 132.82 130.32 123.01
R2 126.18 126.18 122.40
R1 123.68 123.68 121.79 124.93
PP 119.54 119.54 119.54 120.17
S1 117.04 117.04 120.57 118.29
S2 112.90 112.90 119.96
S3 106.26 110.40 119.35
S4 99.62 103.76 117.53
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.98 128.86 117.19
R3 126.08 122.96 115.56
R2 120.18 120.18 115.02
R1 117.06 117.06 114.48 115.67
PP 114.28 114.28 114.28 113.59
S1 111.16 111.16 113.40 109.77
S2 108.38 108.38 112.86
S3 102.48 105.26 112.32
S4 96.58 99.36 110.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.04 111.50 10.54 8.7% 4.65 3.8% 92% True False 186,972
10 122.04 111.50 10.54 8.7% 4.51 3.7% 92% True False 163,937
20 128.95 111.50 17.45 14.4% 4.59 3.8% 55% False False 124,915
40 148.13 111.50 36.63 30.2% 4.70 3.9% 26% False False 80,471
60 148.13 111.50 36.63 30.2% 4.80 4.0% 26% False False 62,272
80 148.13 108.00 40.13 33.1% 4.54 3.7% 33% False False 50,281
100 148.13 100.50 47.63 39.3% 4.05 3.3% 43% False False 41,268
120 148.13 96.67 51.46 42.5% 3.77 3.1% 48% False False 35,012
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 0.99
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 150.26
2.618 139.42
1.618 132.78
1.000 128.68
0.618 126.14
HIGH 122.04
0.618 119.50
0.500 118.72
0.382 117.94
LOW 115.40
0.618 111.30
1.000 108.76
1.618 104.66
2.618 98.02
4.250 87.18
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 120.36 119.74
PP 119.54 118.29
S1 118.72 116.85

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

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