NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 123.35 127.74 4.39 3.6% 132.16
High 128.30 128.63 0.33 0.3% 134.05
Low 122.49 124.17 1.68 1.4% 124.28
Close 127.99 125.46 -2.53 -2.0% 124.86
Range 5.81 4.46 -1.35 -23.2% 9.77
ATR 3.96 3.99 0.04 0.9% 0.00
Volume 5,856 6,150 294 5.0% 30,455
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 139.47 136.92 127.91
R3 135.01 132.46 126.69
R2 130.55 130.55 126.28
R1 128.00 128.00 125.87 127.05
PP 126.09 126.09 126.09 125.61
S1 123.54 123.54 125.05 122.59
S2 121.63 121.63 124.64
S3 117.17 119.08 124.23
S4 112.71 114.62 123.01
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.04 150.72 130.23
R3 147.27 140.95 127.55
R2 137.50 137.50 126.65
R1 131.18 131.18 125.76 129.46
PP 127.73 127.73 127.73 126.87
S1 121.41 121.41 123.96 119.69
S2 117.96 117.96 123.07
S3 108.19 111.64 122.17
S4 98.42 101.87 119.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.63 122.46 6.17 4.9% 4.09 3.3% 49% True False 6,597
10 134.20 122.46 11.74 9.4% 3.87 3.1% 26% False False 5,775
20 148.35 122.46 25.89 20.6% 4.02 3.2% 12% False False 5,191
40 148.35 122.46 25.89 20.6% 3.45 2.7% 12% False False 4,002
60 148.35 119.92 28.43 22.7% 3.04 2.4% 19% False False 3,430
80 148.35 104.00 44.35 35.3% 2.52 2.0% 48% False False 2,708
100 148.35 96.69 51.66 41.2% 2.26 1.8% 56% False False 2,289
120 148.35 90.95 57.40 45.8% 1.94 1.5% 60% False False 2,024
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 0.93
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.59
2.618 140.31
1.618 135.85
1.000 133.09
0.618 131.39
HIGH 128.63
0.618 126.93
0.500 126.40
0.382 125.87
LOW 124.17
0.618 121.41
1.000 119.71
1.618 116.95
2.618 112.49
4.250 105.22
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 126.40 125.55
PP 126.09 125.52
S1 125.77 125.49

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

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