NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 15-May-2008
Day Change Summary
Previous Current
14-May-2008 15-May-2008 Change Change % Previous Week
Open 125.24 123.80 -1.44 -1.1% 115.00
High 125.49 126.28 0.79 0.6% 125.94
Low 123.54 120.61 -2.93 -2.4% 114.85
Close 124.01 123.67 -0.34 -0.3% 125.76
Range 1.95 5.67 3.72 190.8% 11.09
ATR 3.09 3.28 0.18 5.9% 0.00
Volume 34,443 46,402 11,959 34.7% 181,064
Daily Pivots for day following 15-May-2008
Classic Woodie Camarilla DeMark
R4 140.53 137.77 126.79
R3 134.86 132.10 125.23
R2 129.19 129.19 124.71
R1 126.43 126.43 124.19 124.98
PP 123.52 123.52 123.52 122.79
S1 120.76 120.76 123.15 119.31
S2 117.85 117.85 122.63
S3 112.18 115.09 122.11
S4 106.51 109.42 120.55
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 155.45 151.70 131.86
R3 144.36 140.61 128.81
R2 133.27 133.27 127.79
R1 129.52 129.52 126.78 131.40
PP 122.18 122.18 122.18 123.12
S1 118.43 118.43 124.74 120.31
S2 111.09 111.09 123.73
S3 100.00 107.34 122.71
S4 88.91 96.25 119.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.34 120.61 5.73 4.6% 3.23 2.6% 53% False True 47,127
10 126.34 110.42 15.92 12.9% 3.52 2.8% 83% False False 39,819
20 126.34 108.95 17.39 14.1% 3.35 2.7% 85% False False 30,298
40 126.34 97.33 29.01 23.5% 3.06 2.5% 91% False False 21,509
60 126.34 95.79 30.55 24.7% 3.01 2.4% 91% False False 16,842
80 126.34 85.90 40.44 32.7% 2.69 2.2% 93% False False 13,532
100 126.34 84.33 42.01 34.0% 2.42 2.0% 94% False False 11,292
120 126.34 84.33 42.01 34.0% 2.24 1.8% 94% False False 9,629
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 0.68
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 150.38
2.618 141.12
1.618 135.45
1.000 131.95
0.618 129.78
HIGH 126.28
0.618 124.11
0.500 123.45
0.382 122.78
LOW 120.61
0.618 117.11
1.000 114.94
1.618 111.44
2.618 105.77
4.250 96.51
Fisher Pivots for day following 15-May-2008
Pivot 1 day 3 day
R1 123.60 123.61
PP 123.52 123.54
S1 123.45 123.48

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

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