NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 126.66 121.32 -5.34 -4.2% 124.70
High 127.11 121.68 -5.43 -4.3% 129.16
Low 120.34 118.72 -1.62 -1.3% 121.60
Close 122.08 119.42 -2.66 -2.2% 125.94
Range 6.77 2.96 -3.81 -56.3% 7.56
ATR 4.86 4.75 -0.11 -2.2% 0.00
Volume 24,615 35,958 11,343 46.1% 128,424
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.82 127.08 121.05
R3 125.86 124.12 120.23
R2 122.90 122.90 119.96
R1 121.16 121.16 119.69 120.55
PP 119.94 119.94 119.94 119.64
S1 118.20 118.20 119.15 117.59
S2 116.98 116.98 118.88
S3 114.02 115.24 118.61
S4 111.06 112.28 117.79
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
5 129.16 118.72 10.44 8.7% 5.37 4.5% 7% False True 30,161
10 129.66 118.72 10.94 9.2% 4.53 3.8% 6% False True 25,643
20 148.47 118.72 29.75 24.9% 5.05 4.2% 2% False True 22,339
40 148.47 118.72 29.75 24.9% 4.53 3.8% 2% False True 18,464
60 148.47 118.72 29.75 24.9% 4.37 3.7% 2% False True 16,334
80 148.47 107.60 40.87 34.2% 3.77 3.2% 29% False False 13,088
100 148.47 96.27 52.20 43.7% 3.31 2.8% 44% False False 10,945
120 148.47 93.75 54.72 45.8% 2.95 2.5% 47% False False 9,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.80
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134.26
2.618 129.43
1.618 126.47
1.000 124.64
0.618 123.51
HIGH 121.68
0.618 120.55
0.500 120.20
0.382 119.85
LOW 118.72
0.618 116.89
1.000 115.76
1.618 113.93
2.618 110.97
4.250 106.14
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 120.20 123.94
PP 119.94 122.43
S1 119.68 120.93

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

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