NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 136.00 135.80 -0.20 -0.1% 140.60
High 138.28 142.13 3.85 2.8% 145.85
Low 135.34 135.43 0.09 0.1% 139.17
Close 136.05 141.65 5.60 4.1% 145.29
Range 2.94 6.70 3.76 127.9% 6.68
ATR 4.75 4.89 0.14 2.9% 0.00
Volume 382,404 299,142 -83,262 -21.8% 1,023,093
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.84 157.44 145.34
R3 153.14 150.74 143.49
R2 146.44 146.44 142.88
R1 144.04 144.04 142.26 145.24
PP 139.74 139.74 139.74 140.34
S1 137.34 137.34 141.04 138.54
S2 133.04 133.04 140.42
S3 126.34 130.64 139.81
S4 119.64 123.94 137.97
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.48 161.06 148.96
R3 156.80 154.38 147.13
R2 150.12 150.12 146.51
R1 147.70 147.70 145.90 148.91
PP 143.44 143.44 143.44 144.04
S1 141.02 141.02 144.68 142.23
S2 136.76 136.76 144.07
S3 130.08 134.34 143.45
S4 123.40 127.66 141.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.85 135.14 10.71 7.6% 4.92 3.5% 61% False False 286,586
10 145.85 133.68 12.17 8.6% 4.79 3.4% 65% False False 278,880
20 145.85 131.75 14.10 10.0% 4.82 3.4% 70% False False 243,437
40 145.85 120.61 25.24 17.8% 4.91 3.5% 83% False False 175,072
60 145.85 108.95 36.90 26.1% 4.31 3.0% 89% False False 126,280
80 145.85 97.33 48.52 34.3% 3.98 2.8% 91% False False 97,832
100 145.85 95.79 50.06 35.3% 3.73 2.6% 92% False False 79,702
120 145.85 85.15 60.70 42.9% 3.39 2.4% 93% False False 67,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.61
2.618 159.67
1.618 152.97
1.000 148.83
0.618 146.27
HIGH 142.13
0.618 139.57
0.500 138.78
0.382 137.99
LOW 135.43
0.618 131.29
1.000 128.73
1.618 124.59
2.618 117.89
4.250 106.96
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 140.69 140.70
PP 139.74 139.74
S1 138.78 138.79

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

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