NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 115.38 116.21 0.83 0.7% 115.32
High 117.34 122.43 5.09 4.3% 117.66
Low 113.07 116.04 2.97 2.6% 111.98
Close 116.03 121.72 5.69 4.9% 114.41
Range 4.27 6.39 2.12 49.6% 5.68
ATR 4.32 4.47 0.15 3.4% 0.00
Volume 39,302 51,906 12,604 32.1% 235,444
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 139.23 136.87 125.23
R3 132.84 130.48 123.48
R2 126.45 126.45 122.89
R1 124.09 124.09 122.31 125.27
PP 120.06 120.06 120.06 120.66
S1 117.70 117.70 121.13 118.88
S2 113.67 113.67 120.55
S3 107.28 111.31 119.96
S4 100.89 104.92 118.21
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.72 128.75 117.53
R3 126.04 123.07 115.97
R2 120.36 120.36 115.45
R1 117.39 117.39 114.93 116.04
PP 114.68 114.68 114.68 114.01
S1 111.71 111.71 113.89 110.36
S2 109.00 109.00 113.37
S3 103.32 106.03 112.85
S4 97.64 100.35 111.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.43 111.98 10.45 8.6% 4.39 3.6% 93% True False 42,027
10 122.43 111.98 10.45 8.6% 4.27 3.5% 93% True False 46,522
20 129.16 111.98 17.18 14.1% 4.36 3.6% 57% False False 40,103
40 148.47 111.98 36.49 30.0% 4.46 3.7% 27% False False 28,845
60 148.47 111.98 36.49 30.0% 4.46 3.7% 27% False False 23,980
80 148.47 107.60 40.87 33.6% 4.15 3.4% 35% False False 19,974
100 148.47 100.04 48.43 39.8% 3.57 2.9% 45% False False 16,458
120 148.47 96.27 52.20 42.9% 3.24 2.7% 49% False False 14,131
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 0.94
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 149.59
2.618 139.16
1.618 132.77
1.000 128.82
0.618 126.38
HIGH 122.43
0.618 119.99
0.500 119.24
0.382 118.48
LOW 116.04
0.618 112.09
1.000 109.65
1.618 105.70
2.618 99.31
4.250 88.88
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 120.89 120.25
PP 120.06 118.77
S1 119.24 117.30

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

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