NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 127.82 125.29 -2.53 -2.0% 124.55
High 128.65 129.58 0.93 0.7% 129.58
Low 123.94 123.25 -0.69 -0.6% 121.92
Close 125.29 126.30 1.01 0.8% 126.30
Range 4.71 6.33 1.62 34.4% 7.66
ATR 4.70 4.82 0.12 2.5% 0.00
Volume 63,672 45,536 -18,136 -28.5% 241,795
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 145.37 142.16 129.78
R3 139.04 135.83 128.04
R2 132.71 132.71 127.46
R1 129.50 129.50 126.88 131.11
PP 126.38 126.38 126.38 127.18
S1 123.17 123.17 125.72 124.78
S2 120.05 120.05 125.14
S3 113.72 116.84 124.56
S4 107.39 110.51 122.82
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 148.91 145.27 130.51
R3 141.25 137.61 128.41
R2 133.59 133.59 127.70
R1 129.95 129.95 127.00 131.77
PP 125.93 125.93 125.93 126.85
S1 122.29 122.29 125.60 124.11
S2 118.27 118.27 124.90
S3 110.61 114.63 124.19
S4 102.95 106.97 122.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.58 121.92 7.66 6.1% 4.96 3.9% 57% True False 48,359
10 134.15 121.92 12.23 9.7% 4.53 3.6% 36% False False 44,901
20 148.60 121.92 26.68 21.1% 5.13 4.1% 16% False False 42,222
40 148.60 121.92 26.68 21.1% 4.74 3.8% 16% False False 39,999
60 148.60 120.05 28.55 22.6% 4.60 3.6% 22% False False 40,484
80 148.60 105.18 43.42 34.4% 4.18 3.3% 49% False False 35,746
100 148.60 95.83 52.77 41.8% 3.98 3.1% 58% False False 33,232
120 148.60 92.25 56.35 44.6% 3.71 2.9% 60% False False 31,599
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 0.94
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 156.48
2.618 146.15
1.618 139.82
1.000 135.91
0.618 133.49
HIGH 129.58
0.618 127.16
0.500 126.42
0.382 125.67
LOW 123.25
0.618 119.34
1.000 116.92
1.618 113.01
2.618 106.68
4.250 96.35
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 126.42 126.15
PP 126.38 125.99
S1 126.34 125.84

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

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