NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 146.56 140.40 -6.16 -4.2% 145.27
High 148.03 141.00 -7.03 -4.7% 148.60
Low 137.79 134.25 -3.54 -2.6% 137.31
Close 140.61 136.71 -3.90 -2.8% 146.35
Range 10.24 6.75 -3.49 -34.1% 11.29
ATR 4.79 4.93 0.14 2.9% 0.00
Volume 22,837 46,986 24,149 105.7% 181,545
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.57 153.89 140.42
R3 150.82 147.14 138.57
R2 144.07 144.07 137.95
R1 140.39 140.39 137.33 138.86
PP 137.32 137.32 137.32 136.55
S1 133.64 133.64 136.09 132.11
S2 130.57 130.57 135.47
S3 123.82 126.89 134.85
S4 117.07 120.14 133.00
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
5 148.60 134.25 14.35 10.5% 6.47 4.7% 17% False True 36,468
10 148.60 134.25 14.35 10.5% 5.04 3.7% 17% False True 36,429
20 148.60 132.90 15.70 11.5% 4.69 3.4% 24% False False 34,933
40 148.60 122.37 26.23 19.2% 4.86 3.6% 55% False False 40,197
60 148.60 107.00 41.60 30.4% 4.35 3.2% 71% False False 36,247
80 148.60 96.62 51.98 38.0% 3.92 2.9% 77% False False 32,144
100 148.60 95.83 52.77 38.6% 3.74 2.7% 77% False False 31,016
120 148.60 85.60 63.00 46.1% 3.45 2.5% 81% False False 28,781
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.69
2.618 158.67
1.618 151.92
1.000 147.75
0.618 145.17
HIGH 141.00
0.618 138.42
0.500 137.63
0.382 136.83
LOW 134.25
0.618 130.08
1.000 127.50
1.618 123.33
2.618 116.58
4.250 105.56
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 137.63 141.14
PP 137.32 139.66
S1 137.02 138.19

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

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