NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 144.00 146.12 2.12 1.5% 145.07
High 147.35 147.81 0.46 0.3% 148.47
Low 144.00 137.63 -6.37 -4.4% 136.96
Close 146.43 140.26 -6.17 -4.2% 146.20
Range 3.35 10.18 6.83 203.9% 11.51
ATR 4.11 4.55 0.43 10.5% 0.00
Volume 23,731 13,309 -10,422 -43.9% 97,514
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 172.44 166.53 145.86
R3 162.26 156.35 143.06
R2 152.08 152.08 142.13
R1 146.17 146.17 141.19 144.04
PP 141.90 141.90 141.90 140.83
S1 135.99 135.99 139.33 133.86
S2 131.72 131.72 138.39
S3 121.54 125.81 137.46
S4 111.36 115.63 134.66
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.41 173.81 152.53
R3 166.90 162.30 149.37
R2 155.39 155.39 148.31
R1 150.79 150.79 147.26 153.09
PP 143.88 143.88 143.88 145.03
S1 139.28 139.28 145.14 141.58
S2 132.37 132.37 144.09
S3 120.86 127.77 143.03
S4 109.35 116.26 139.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.47 137.08 11.39 8.1% 5.64 4.0% 28% False False 19,160
10 148.47 136.96 11.51 8.2% 4.66 3.3% 29% False False 17,893
20 148.47 132.87 15.60 11.1% 4.34 3.1% 47% False False 15,601
40 148.47 122.40 26.07 18.6% 4.46 3.2% 69% False False 14,999
60 148.47 107.60 40.87 29.1% 3.72 2.7% 80% False False 11,457
80 148.47 98.15 50.32 35.9% 3.11 2.2% 84% False False 9,127
100 148.47 96.14 52.33 37.3% 2.74 2.0% 84% False False 7,695
120 148.47 86.22 62.25 44.4% 2.46 1.8% 87% False False 6,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 191.08
2.618 174.46
1.618 164.28
1.000 157.99
0.618 154.10
HIGH 147.81
0.618 143.92
0.500 142.72
0.382 141.52
LOW 137.63
0.618 131.34
1.000 127.45
1.618 121.16
2.618 110.98
4.250 94.37
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 142.72 143.05
PP 141.90 142.12
S1 141.08 141.19

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

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