NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 131.44 132.55 1.11 0.8% 144.00
High 133.36 133.79 0.43 0.3% 147.81
Low 130.12 127.65 -2.47 -1.9% 130.00
Close 132.68 129.47 -3.21 -2.4% 130.39
Range 3.24 6.14 2.90 89.5% 17.81
ATR 4.71 4.81 0.10 2.2% 0.00
Volume 17,076 12,164 -4,912 -28.8% 102,344
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 148.72 145.24 132.85
R3 142.58 139.10 131.16
R2 136.44 136.44 130.60
R1 132.96 132.96 130.03 131.63
PP 130.30 130.30 130.30 129.64
S1 126.82 126.82 128.91 125.49
S2 124.16 124.16 128.34
S3 118.02 120.68 127.78
S4 111.88 114.54 126.09
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
5 140.54 127.65 12.89 10.0% 5.48 4.2% 14% False True 18,908
10 148.47 127.65 20.82 16.1% 5.56 4.3% 9% False True 19,034
20 148.47 127.65 20.82 16.1% 4.76 3.7% 9% False True 17,016
40 148.47 122.40 26.07 20.1% 4.60 3.6% 27% False False 15,633
60 148.47 107.60 40.87 31.6% 4.07 3.1% 54% False False 12,772
80 148.47 98.15 50.32 38.9% 3.31 2.6% 62% False False 10,184
100 148.47 96.27 52.20 40.3% 2.99 2.3% 64% False False 8,601
120 148.47 86.22 62.25 48.1% 2.66 2.1% 69% False False 7,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.89
2.618 149.86
1.618 143.72
1.000 139.93
0.618 137.58
HIGH 133.79
0.618 131.44
0.500 130.72
0.382 130.00
LOW 127.65
0.618 123.86
1.000 121.51
1.618 117.72
2.618 111.58
4.250 101.56
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 130.72 130.74
PP 130.30 130.31
S1 129.89 129.89

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

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