NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 130.25 129.50 -0.75 -0.6% 145.35
High 132.86 132.75 -0.11 -0.1% 147.40
Low 128.95 129.12 0.17 0.1% 128.95
Close 129.47 131.82 2.35 1.8% 129.47
Range 3.91 3.63 -0.28 -7.2% 18.45
ATR 5.41 5.28 -0.13 -2.3% 0.00
Volume 194,420 179,837 -14,583 -7.5% 739,902
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 142.12 140.60 133.82
R3 138.49 136.97 132.82
R2 134.86 134.86 132.49
R1 133.34 133.34 132.15 134.10
PP 131.23 131.23 131.23 131.61
S1 129.71 129.71 131.49 130.47
S2 127.60 127.60 131.15
S3 123.97 126.08 130.82
S4 120.34 122.45 129.82
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 190.62 178.50 139.62
R3 172.17 160.05 134.54
R2 153.72 153.72 132.85
R1 141.60 141.60 131.16 138.44
PP 135.27 135.27 135.27 133.69
S1 123.15 123.15 127.78 119.99
S2 116.82 116.82 126.09
S3 98.37 104.70 124.40
S4 79.92 86.25 119.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.40 128.95 18.45 14.0% 6.61 5.0% 16% False False 157,775
10 147.90 128.95 18.95 14.4% 5.94 4.5% 15% False False 137,961
20 147.90 128.95 18.95 14.4% 5.11 3.9% 15% False False 104,223
40 147.90 122.27 25.63 19.4% 5.13 3.9% 37% False False 81,202
60 147.90 108.40 39.50 30.0% 4.58 3.5% 59% False False 62,751
80 147.90 97.93 49.97 37.9% 4.16 3.2% 68% False False 49,441
100 147.90 96.72 51.18 38.8% 3.87 2.9% 69% False False 41,041
120 147.90 86.44 61.46 46.6% 3.52 2.7% 74% False False 34,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 148.18
2.618 142.25
1.618 138.62
1.000 136.38
0.618 134.99
HIGH 132.75
0.618 131.36
0.500 130.94
0.382 130.51
LOW 129.12
0.618 126.88
1.000 125.49
1.618 123.25
2.618 119.62
4.250 113.69
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 131.53 133.19
PP 131.23 132.73
S1 130.94 132.28

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

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