NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 132.01 131.44 -0.57 -0.4% 144.00
High 133.82 133.36 -0.46 -0.3% 147.81
Low 130.00 130.12 0.12 0.1% 130.00
Close 130.39 132.68 2.29 1.8% 130.39
Range 3.82 3.24 -0.58 -15.2% 17.81
ATR 4.82 4.71 -0.11 -2.3% 0.00
Volume 22,586 17,076 -5,510 -24.4% 102,344
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 141.77 140.47 134.46
R3 138.53 137.23 133.57
R2 135.29 135.29 133.27
R1 133.99 133.99 132.98 134.64
PP 132.05 132.05 132.05 132.38
S1 130.75 130.75 132.38 131.40
S2 128.81 128.81 132.09
S3 125.57 127.51 131.79
S4 122.33 124.27 130.90
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.50 177.75 140.19
R3 171.69 159.94 135.29
R2 153.88 153.88 133.66
R1 142.13 142.13 132.02 139.10
PP 136.07 136.07 136.07 134.55
S1 124.32 124.32 128.76 121.29
S2 118.26 118.26 127.12
S3 100.45 106.51 125.49
S4 82.64 88.70 120.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.81 130.00 17.81 13.4% 6.29 4.7% 15% False False 19,137
10 148.47 130.00 18.47 13.9% 5.62 4.2% 15% False False 20,073
20 148.47 130.00 18.47 13.9% 4.56 3.4% 15% False False 16,823
40 148.47 122.40 26.07 19.6% 4.56 3.4% 39% False False 15,699
60 148.47 107.60 40.87 30.8% 3.97 3.0% 61% False False 12,620
80 148.47 98.15 50.32 37.9% 3.28 2.5% 69% False False 10,050
100 148.47 96.27 52.20 39.3% 2.94 2.2% 70% False False 8,488
120 148.47 86.22 62.25 46.9% 2.61 2.0% 75% False False 7,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.00
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 147.13
2.618 141.84
1.618 138.60
1.000 136.60
0.618 135.36
HIGH 133.36
0.618 132.12
0.500 131.74
0.382 131.36
LOW 130.12
0.618 128.12
1.000 126.88
1.618 124.88
2.618 121.64
4.250 116.35
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 132.37 134.17
PP 132.05 133.67
S1 131.74 133.18

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

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