NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 139.31 135.81 -3.50 -2.5% 144.81
High 139.91 137.43 -2.48 -1.8% 147.90
Low 132.80 129.90 -2.90 -2.2% 135.90
Close 135.32 130.18 -5.14 -3.8% 145.66
Range 7.11 7.53 0.42 5.9% 12.00
ATR 5.37 5.52 0.15 2.9% 0.00
Volume 156,831 147,590 -9,241 -5.9% 522,172
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.09 150.17 134.32
R3 147.56 142.64 132.25
R2 140.03 140.03 131.56
R1 135.11 135.11 130.87 133.81
PP 132.50 132.50 132.50 131.85
S1 127.58 127.58 129.49 126.28
S2 124.97 124.97 128.80
S3 117.44 120.05 128.11
S4 109.91 112.52 126.04
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
5 147.90 129.90 18.00 13.8% 7.03 5.4% 2% False True 129,339
10 147.90 129.90 18.00 13.8% 5.93 4.6% 2% False True 114,562
20 147.90 129.90 18.00 13.8% 5.31 4.1% 2% False True 91,228
40 147.90 122.27 25.63 19.7% 5.16 4.0% 31% False False 75,267
60 147.90 108.40 39.50 30.3% 4.59 3.5% 55% False False 56,956
80 147.90 97.93 49.97 38.4% 4.12 3.2% 65% False False 45,008
100 147.90 96.72 51.18 39.3% 3.85 3.0% 65% False False 37,413
120 147.90 86.44 61.46 47.2% 3.49 2.7% 71% False False 31,752
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 0.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.43
2.618 157.14
1.618 149.61
1.000 144.96
0.618 142.08
HIGH 137.43
0.618 134.55
0.500 133.67
0.382 132.78
LOW 129.90
0.618 125.25
1.000 122.37
1.618 117.72
2.618 110.19
4.250 97.90
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 133.67 138.65
PP 132.50 135.83
S1 131.34 133.00

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

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