NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 115.86 121.55 5.69 4.9% 114.01
High 122.04 121.86 -0.18 -0.1% 122.04
Low 115.40 114.18 -1.22 -1.1% 111.66
Close 121.18 114.59 -6.59 -5.4% 114.59
Range 6.64 7.68 1.04 15.7% 10.38
ATR 4.68 4.89 0.21 4.6% 0.00
Volume 274,859 308,114 33,255 12.1% 1,116,351
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 139.92 134.93 118.81
R3 132.24 127.25 116.70
R2 124.56 124.56 116.00
R1 119.57 119.57 115.29 118.23
PP 116.88 116.88 116.88 116.20
S1 111.89 111.89 113.89 110.55
S2 109.20 109.20 113.18
S3 101.52 104.21 112.48
S4 93.84 96.53 110.37
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 147.24 141.29 120.30
R3 136.86 130.91 117.44
R2 126.48 126.48 116.49
R1 120.53 120.53 115.54 123.51
PP 116.10 116.10 116.10 117.58
S1 110.15 110.15 113.64 113.13
S2 105.72 105.72 112.69
S3 95.34 99.77 111.74
S4 84.96 89.39 108.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.04 111.66 10.38 9.1% 5.44 4.8% 28% False False 223,270
10 122.04 111.50 10.54 9.2% 4.78 4.2% 29% False False 180,243
20 128.95 111.50 17.45 15.2% 4.78 4.2% 18% False False 136,634
40 148.13 111.50 36.63 32.0% 4.78 4.2% 8% False False 87,504
60 148.13 111.50 36.63 32.0% 4.87 4.3% 8% False False 67,041
80 148.13 109.31 38.82 33.9% 4.58 4.0% 14% False False 53,985
100 148.13 101.91 46.22 40.3% 4.11 3.6% 27% False False 44,253
120 148.13 96.67 51.46 44.9% 3.82 3.3% 35% False False 37,559
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 1.00
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 154.50
2.618 141.97
1.618 134.29
1.000 129.54
0.618 126.61
HIGH 121.86
0.618 118.93
0.500 118.02
0.382 117.11
LOW 114.18
0.618 109.43
1.000 106.50
1.618 101.75
2.618 94.07
4.250 81.54
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 118.02 117.32
PP 116.88 116.41
S1 115.73 115.50

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

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