NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 140.14 136.55 -3.59 -2.6% 145.07
High 140.54 138.34 -2.20 -1.6% 148.47
Low 133.78 130.88 -2.90 -2.2% 136.96
Close 136.30 131.13 -5.17 -3.8% 146.20
Range 6.76 7.46 0.70 10.4% 11.51
ATR 4.70 4.90 0.20 4.2% 0.00
Volume 23,129 19,589 -3,540 -15.3% 97,514
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.83 150.94 135.23
R3 148.37 143.48 133.18
R2 140.91 140.91 132.50
R1 136.02 136.02 131.81 134.74
PP 133.45 133.45 133.45 132.81
S1 128.56 128.56 130.45 127.28
S2 125.99 125.99 129.76
S3 118.53 121.10 129.08
S4 111.07 113.64 127.03
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
5 148.47 130.88 17.59 13.4% 6.70 5.1% 1% False True 20,278
10 148.47 130.88 17.59 13.4% 5.47 4.2% 1% False True 19,154
20 148.47 130.88 17.59 13.4% 4.59 3.5% 1% False True 16,362
40 148.47 122.40 26.07 19.9% 4.60 3.5% 33% False False 15,641
60 148.47 107.60 40.87 31.2% 3.91 3.0% 58% False False 12,082
80 148.47 98.15 50.32 38.4% 3.23 2.5% 66% False False 9,624
100 148.47 96.27 52.20 39.8% 2.87 2.2% 67% False False 8,108
120 148.47 86.22 62.25 47.5% 2.56 2.0% 72% False False 6,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.05
2.618 157.87
1.618 150.41
1.000 145.80
0.618 142.95
HIGH 138.34
0.618 135.49
0.500 134.61
0.382 133.73
LOW 130.88
0.618 126.27
1.000 123.42
1.618 118.81
2.618 111.35
4.250 99.18
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 134.61 139.35
PP 133.45 136.61
S1 132.29 133.87

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

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