NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 125.29 126.02 0.73 0.6% 124.55
High 129.58 127.50 -2.08 -1.6% 129.58
Low 123.25 120.69 -2.56 -2.1% 121.92
Close 126.30 122.39 -3.91 -3.1% 126.30
Range 6.33 6.81 0.48 7.6% 7.66
ATR 4.82 4.96 0.14 3.0% 0.00
Volume 45,536 32,970 -12,566 -27.6% 241,795
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 143.96 139.98 126.14
R3 137.15 133.17 124.26
R2 130.34 130.34 123.64
R1 126.36 126.36 123.01 124.95
PP 123.53 123.53 123.53 122.82
S1 119.55 119.55 121.77 118.14
S2 116.72 116.72 121.14
S3 109.91 112.74 120.52
S4 103.10 105.93 118.64
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
5 129.58 120.69 8.89 7.3% 5.83 4.8% 19% False True 45,022
10 134.15 120.69 13.46 11.0% 4.86 4.0% 13% False True 43,954
20 148.60 120.69 27.91 22.8% 5.26 4.3% 6% False True 42,452
40 148.60 120.69 27.91 22.8% 4.79 3.9% 6% False True 38,580
60 148.60 120.05 28.55 23.3% 4.67 3.8% 8% False False 40,418
80 148.60 105.64 42.96 35.1% 4.25 3.5% 39% False False 35,896
100 148.60 95.83 52.77 43.1% 4.03 3.3% 50% False False 33,236
120 148.60 92.81 55.79 45.6% 3.75 3.1% 53% False False 31,769
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 1.03
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 156.44
2.618 145.33
1.618 138.52
1.000 134.31
0.618 131.71
HIGH 127.50
0.618 124.90
0.500 124.10
0.382 123.29
LOW 120.69
0.618 116.48
1.000 113.88
1.618 109.67
2.618 102.86
4.250 91.75
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 124.10 125.14
PP 123.53 124.22
S1 122.96 123.31

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

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