NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 128.88 131.04 2.16 1.7% 144.69
High 132.05 132.07 0.02 0.0% 146.73
Low 128.63 125.63 -3.00 -2.3% 128.23
Close 131.04 127.95 -3.09 -2.4% 128.88
Range 3.42 6.44 3.02 88.3% 18.50
ATR 5.33 5.41 0.08 1.5% 0.00
Volume 208,698 133,661 -75,037 -36.0% 1,652,704
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 147.87 144.35 131.49
R3 141.43 137.91 129.72
R2 134.99 134.99 129.13
R1 131.47 131.47 128.54 130.01
PP 128.55 128.55 128.55 127.82
S1 125.03 125.03 127.36 123.57
S2 122.11 122.11 126.77
S3 115.67 118.59 126.18
S4 109.23 112.15 124.41
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 190.11 178.00 139.06
R3 171.61 159.50 133.97
R2 153.11 153.11 132.27
R1 141.00 141.00 130.58 137.81
PP 134.61 134.61 134.61 133.02
S1 122.50 122.50 127.18 119.31
S2 116.11 116.11 125.49
S3 97.61 104.00 123.79
S4 79.11 85.50 118.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.30 125.63 13.67 10.7% 5.74 4.5% 17% False True 281,503
10 147.27 125.63 21.64 16.9% 5.88 4.6% 11% False True 297,094
20 147.27 125.63 21.64 16.9% 5.28 4.1% 11% False True 277,815
40 147.27 122.05 25.22 19.7% 5.38 4.2% 23% False False 215,410
60 147.27 108.95 38.32 29.9% 4.77 3.7% 50% False False 161,847
80 147.27 98.20 49.07 38.4% 4.26 3.3% 61% False False 125,309
100 147.27 97.33 49.94 39.0% 4.05 3.2% 61% False False 102,221
120 147.27 86.15 61.12 47.8% 3.69 2.9% 68% False False 85,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.44
2.618 148.93
1.618 142.49
1.000 138.51
0.618 136.05
HIGH 132.07
0.618 129.61
0.500 128.85
0.382 128.09
LOW 125.63
0.618 121.65
1.000 119.19
1.618 115.21
2.618 108.77
4.250 98.26
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 128.85 128.85
PP 128.55 128.55
S1 128.25 128.25

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

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