NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 145.61 146.56 0.95 0.7% 145.27
High 147.63 148.03 0.40 0.3% 148.60
Low 144.10 137.79 -6.31 -4.4% 137.31
Close 146.68 140.61 -6.07 -4.1% 146.35
Range 3.53 10.24 6.71 190.1% 11.29
ATR 4.37 4.79 0.42 9.6% 0.00
Volume 46,709 22,837 -23,872 -51.1% 181,545
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 172.86 166.98 146.24
R3 162.62 156.74 143.43
R2 152.38 152.38 142.49
R1 146.50 146.50 141.55 144.32
PP 142.14 142.14 142.14 141.06
S1 136.26 136.26 139.67 134.08
S2 131.90 131.90 138.73
S3 121.66 126.02 137.79
S4 111.42 115.78 134.98
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 177.96 173.44 152.56
R3 166.67 162.15 149.45
R2 155.38 155.38 148.42
R1 150.86 150.86 147.38 153.12
PP 144.09 144.09 144.09 145.22
S1 139.57 139.57 145.32 141.83
S2 132.80 132.80 144.28
S3 121.51 128.28 143.25
S4 110.22 116.99 140.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.60 137.34 11.26 8.0% 5.70 4.1% 29% False False 36,218
10 148.60 137.31 11.29 8.0% 4.76 3.4% 29% False False 35,556
20 148.60 132.90 15.70 11.2% 4.56 3.2% 49% False False 34,106
40 148.60 122.37 26.23 18.7% 4.79 3.4% 70% False False 39,947
60 148.60 107.00 41.60 29.6% 4.28 3.0% 81% False False 35,723
80 148.60 96.62 51.98 37.0% 3.86 2.7% 85% False False 31,686
100 148.60 95.55 53.05 37.7% 3.69 2.6% 85% False False 30,724
120 148.60 85.60 63.00 44.8% 3.41 2.4% 87% False False 28,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 191.55
2.618 174.84
1.618 164.60
1.000 158.27
0.618 154.36
HIGH 148.03
0.618 144.12
0.500 142.91
0.382 141.70
LOW 137.79
0.618 131.46
1.000 127.55
1.618 121.22
2.618 110.98
4.250 94.27
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 142.91 143.20
PP 142.14 142.33
S1 141.38 141.47

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

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