NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 141.44 144.19 2.75 1.9% 134.80
High 144.32 145.85 1.53 1.1% 142.99
Low 140.01 143.22 3.21 2.3% 131.95
Close 143.57 145.29 1.72 1.2% 140.21
Range 4.31 2.63 -1.68 -39.0% 11.04
ATR 4.78 4.62 -0.15 -3.2% 0.00
Volume 238,751 253,397 14,646 6.1% 1,342,880
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.68 151.61 146.74
R3 150.05 148.98 146.01
R2 147.42 147.42 145.77
R1 146.35 146.35 145.53 146.89
PP 144.79 144.79 144.79 145.05
S1 143.72 143.72 145.05 144.26
S2 142.16 142.16 144.81
S3 139.53 141.09 144.57
S4 136.90 138.46 143.84
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 171.50 166.90 146.28
R3 160.46 155.86 143.25
R2 149.42 149.42 142.23
R1 144.82 144.82 141.22 147.12
PP 138.38 138.38 138.38 139.54
S1 133.78 133.78 139.20 136.08
S2 127.34 127.34 138.19
S3 116.30 122.74 137.17
S4 105.26 111.70 134.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.85 138.61 7.24 5.0% 3.84 2.6% 92% True False 263,773
10 145.85 131.75 14.10 9.7% 4.42 3.0% 96% True False 272,537
20 145.85 128.14 17.71 12.2% 5.25 3.6% 97% True False 217,324
40 145.85 120.61 25.24 17.4% 4.62 3.2% 98% True False 150,314
60 145.85 107.41 38.44 26.5% 4.08 2.8% 99% True False 107,481
80 145.85 97.33 48.52 33.4% 3.90 2.7% 99% True False 83,520
100 145.85 93.34 52.51 36.1% 3.57 2.5% 99% True False 68,036
120 145.85 84.33 61.52 42.3% 3.28 2.3% 99% True False 57,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.90
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 157.03
2.618 152.74
1.618 150.11
1.000 148.48
0.618 147.48
HIGH 145.85
0.618 144.85
0.500 144.54
0.382 144.22
LOW 143.22
0.618 141.59
1.000 140.59
1.618 138.96
2.618 136.33
4.250 132.04
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 145.04 144.49
PP 144.79 143.70
S1 144.54 142.90

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

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