NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 145.35 145.71 0.36 0.2% 144.81
High 146.93 147.40 0.47 0.3% 147.90
Low 143.12 136.54 -6.58 -4.6% 135.90
Close 145.78 139.37 -6.41 -4.4% 145.66
Range 3.81 10.86 7.05 185.0% 12.00
ATR 4.80 5.23 0.43 9.0% 0.00
Volume 130,861 110,200 -20,661 -15.8% 522,172
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 173.68 167.39 145.34
R3 162.82 156.53 142.36
R2 151.96 151.96 141.36
R1 145.67 145.67 140.37 143.39
PP 141.10 141.10 141.10 139.96
S1 134.81 134.81 138.37 132.53
S2 130.24 130.24 137.38
S3 119.38 123.95 136.38
S4 108.52 113.09 133.40
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
5 147.90 136.00 11.90 8.5% 6.01 4.3% 28% False False 123,117
10 147.90 135.90 12.00 8.6% 5.23 3.8% 29% False False 97,646
20 147.90 132.25 15.65 11.2% 4.98 3.6% 45% False False 81,338
40 147.90 122.27 25.63 18.4% 5.02 3.6% 67% False False 69,369
60 147.90 108.40 39.50 28.3% 4.43 3.2% 78% False False 52,239
80 147.90 97.83 50.07 35.9% 4.01 2.9% 83% False False 41,343
100 147.90 96.72 51.18 36.7% 3.73 2.7% 83% False False 34,504
120 147.90 86.44 61.46 44.1% 3.39 2.4% 86% False False 29,263
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 0.80
Widest range in 226 trading days
Fibonacci Retracements and Extensions
4.250 193.56
2.618 175.83
1.618 164.97
1.000 158.26
0.618 154.11
HIGH 147.40
0.618 143.25
0.500 141.97
0.382 140.69
LOW 136.54
0.618 129.83
1.000 125.68
1.618 118.97
2.618 108.11
4.250 90.39
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 141.97 142.22
PP 141.10 141.27
S1 140.24 140.32

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

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