NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 124.90 126.66 1.76 1.4% 124.70
High 129.16 127.11 -2.05 -1.6% 129.16
Low 122.92 120.34 -2.58 -2.1% 121.60
Close 125.94 122.08 -3.86 -3.1% 125.94
Range 6.24 6.77 0.53 8.5% 7.56
ATR 4.72 4.86 0.15 3.1% 0.00
Volume 31,703 24,615 -7,088 -22.4% 128,424
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 143.49 139.55 125.80
R3 136.72 132.78 123.94
R2 129.95 129.95 123.32
R1 126.01 126.01 122.70 124.60
PP 123.18 123.18 123.18 122.47
S1 119.24 119.24 121.46 117.83
S2 116.41 116.41 120.84
S3 109.64 112.47 120.22
S4 102.87 105.70 118.36
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 148.25 144.65 130.10
R3 140.69 137.09 128.02
R2 133.13 133.13 127.33
R1 129.53 129.53 126.63 131.33
PP 125.57 125.57 125.57 126.47
S1 121.97 121.97 125.25 123.77
S2 118.01 118.01 124.55
S3 110.45 114.41 123.86
S4 102.89 106.85 121.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.16 120.34 8.82 7.2% 5.78 4.7% 20% False True 25,739
10 133.79 120.34 13.45 11.0% 4.85 4.0% 13% False True 23,264
20 148.47 120.34 28.13 23.0% 5.23 4.3% 6% False True 21,669
40 148.47 120.34 28.13 23.0% 4.60 3.8% 6% False True 17,942
60 148.47 120.34 28.13 23.0% 4.36 3.6% 6% False True 15,854
80 148.47 107.52 40.95 33.5% 3.74 3.1% 36% False False 12,646
100 148.47 96.27 52.20 42.8% 3.29 2.7% 49% False False 10,604
120 148.47 93.75 54.72 44.8% 2.93 2.4% 52% False False 9,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 155.88
2.618 144.83
1.618 138.06
1.000 133.88
0.618 131.29
HIGH 127.11
0.618 124.52
0.500 123.73
0.382 122.93
LOW 120.34
0.618 116.16
1.000 113.57
1.618 109.39
2.618 102.62
4.250 91.57
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 123.73 124.75
PP 123.18 123.86
S1 122.63 122.97

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

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