NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 126.36 124.70 -1.66 -1.3% 131.44
High 127.30 126.14 -1.16 -0.9% 133.79
Low 123.44 123.74 0.30 0.2% 123.44
Close 124.28 125.75 1.47 1.2% 124.28
Range 3.86 2.40 -1.46 -37.8% 10.35
ATR 4.58 4.43 -0.16 -3.4% 0.00
Volume 32,186 24,342 -7,844 -24.4% 96,679
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 132.41 131.48 127.07
R3 130.01 129.08 126.41
R2 127.61 127.61 126.19
R1 126.68 126.68 125.97 127.15
PP 125.21 125.21 125.21 125.44
S1 124.28 124.28 125.53 124.75
S2 122.81 122.81 125.31
S3 120.41 121.88 125.09
S4 118.01 119.48 124.43
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 158.22 151.60 129.97
R3 147.87 141.25 127.13
R2 137.52 137.52 126.18
R1 130.90 130.90 125.23 129.04
PP 127.17 127.17 127.17 126.24
S1 120.55 120.55 123.33 118.69
S2 116.82 116.82 122.38
S3 106.47 110.20 121.43
S4 96.12 99.85 118.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.79 123.44 10.35 8.2% 3.91 3.1% 22% False False 20,789
10 147.81 123.44 24.37 19.4% 5.10 4.1% 9% False False 19,963
20 148.47 123.44 25.03 19.9% 4.53 3.6% 9% False False 18,750
40 148.47 122.40 26.07 20.7% 4.52 3.6% 13% False False 16,794
60 148.47 113.94 34.53 27.5% 4.09 3.3% 34% False False 14,040
80 148.47 104.51 43.96 35.0% 3.43 2.7% 48% False False 11,186
100 148.47 96.27 52.20 41.5% 3.04 2.4% 56% False False 9,417
120 148.47 88.19 60.28 47.9% 2.74 2.2% 62% False False 8,042
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.16
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 136.34
2.618 132.42
1.618 130.02
1.000 128.54
0.618 127.62
HIGH 126.14
0.618 125.22
0.500 124.94
0.382 124.66
LOW 123.74
0.618 122.26
1.000 121.34
1.618 119.86
2.618 117.46
4.250 113.54
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 125.48 125.62
PP 125.21 125.50
S1 124.94 125.37

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

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