NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 133.01 129.56 -3.45 -2.6% 145.61
High 134.15 130.07 -4.08 -3.0% 148.03
Low 127.94 125.60 -2.34 -1.8% 130.26
Close 129.90 125.88 -4.02 -3.1% 130.75
Range 6.21 4.47 -1.74 -28.0% 17.77
ATR 4.99 4.95 -0.04 -0.7% 0.00
Volume 22,610 30,525 7,915 35.0% 213,885
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 140.59 137.71 128.34
R3 136.12 133.24 127.11
R2 131.65 131.65 126.70
R1 128.77 128.77 126.29 127.98
PP 127.18 127.18 127.18 126.79
S1 124.30 124.30 125.47 123.51
S2 122.71 122.71 125.06
S3 118.24 119.83 124.65
S4 113.77 115.36 123.42
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.66 177.97 140.52
R3 171.89 160.20 135.64
R2 154.12 154.12 134.01
R1 142.43 142.43 132.38 139.39
PP 136.35 136.35 136.35 134.83
S1 124.66 124.66 129.12 121.62
S2 118.58 118.58 127.49
S3 100.81 106.89 125.86
S4 83.04 89.12 120.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.56 125.60 12.96 10.3% 5.03 4.0% 2% False True 38,585
10 148.60 125.60 23.00 18.3% 5.75 4.6% 1% False True 37,527
20 148.60 125.60 23.00 18.3% 4.85 3.9% 1% False True 37,158
40 148.60 122.37 26.23 20.8% 4.88 3.9% 13% False False 37,804
60 148.60 107.00 41.60 33.0% 4.52 3.6% 45% False False 37,694
80 148.60 96.76 51.84 41.2% 4.04 3.2% 56% False False 33,222
100 148.60 95.83 52.77 41.9% 3.87 3.1% 57% False False 32,005
120 148.60 85.60 63.00 50.0% 3.58 2.8% 64% False False 29,669
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 0.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.07
2.618 141.77
1.618 137.30
1.000 134.54
0.618 132.83
HIGH 130.07
0.618 128.36
0.500 127.84
0.382 127.31
LOW 125.60
0.618 122.84
1.000 121.13
1.618 118.37
2.618 113.90
4.250 106.60
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 127.84 129.88
PP 127.18 128.54
S1 126.53 127.21

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

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