NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 136.36 142.42 6.06 4.4% 144.81
High 142.69 147.90 5.21 3.7% 147.90
Low 136.15 142.06 5.91 4.3% 135.90
Close 142.33 145.66 3.33 2.3% 145.66
Range 6.54 5.84 -0.70 -10.7% 12.00
ATR 4.80 4.88 0.07 1.5% 0.00
Volume 118,856 101,217 -17,639 -14.8% 522,172
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 162.73 160.03 148.87
R3 156.89 154.19 147.27
R2 151.05 151.05 146.73
R1 148.35 148.35 146.20 149.70
PP 145.21 145.21 145.21 145.88
S1 142.51 142.51 145.12 143.86
S2 139.37 139.37 144.59
S3 133.53 136.67 144.05
S4 127.69 130.83 142.45
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 179.15 174.41 152.26
R3 167.15 162.41 148.96
R2 155.15 155.15 147.86
R1 150.41 150.41 146.76 152.78
PP 143.15 143.15 143.15 144.34
S1 138.41 138.41 144.56 140.78
S2 131.15 131.15 143.46
S3 119.15 126.41 142.36
S4 107.15 114.41 139.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.90 135.90 12.00 8.2% 5.48 3.8% 81% True False 104,434
10 147.90 135.90 12.00 8.2% 4.65 3.2% 81% True False 89,320
20 147.90 132.25 15.65 10.7% 4.74 3.3% 86% True False 76,619
40 147.90 122.27 25.63 17.6% 4.79 3.3% 91% True False 64,379
60 147.90 108.40 39.50 27.1% 4.27 2.9% 94% True False 48,487
80 147.90 96.72 51.18 35.1% 3.89 2.7% 96% True False 38,554
100 147.90 95.83 52.07 35.7% 3.61 2.5% 96% True False 32,169
120 147.90 85.68 62.22 42.7% 3.29 2.3% 96% True False 27,303
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172.72
2.618 163.19
1.618 157.35
1.000 153.74
0.618 151.51
HIGH 147.90
0.618 145.67
0.500 144.98
0.382 144.29
LOW 142.06
0.618 138.45
1.000 136.22
1.618 132.61
2.618 126.77
4.250 117.24
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 145.43 144.42
PP 145.21 143.19
S1 144.98 141.95

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

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