NYMEX Light Sweet Crude Oil Future September 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 129.50 131.98 2.48 1.9% 145.35
High 132.75 132.90 0.15 0.1% 147.40
Low 129.12 126.37 -2.75 -2.1% 128.95
Close 131.82 128.42 -3.40 -2.6% 129.47
Range 3.63 6.53 2.90 79.9% 18.45
ATR 5.28 5.37 0.09 1.7% 0.00
Volume 179,837 247,598 67,761 37.7% 739,902
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 148.82 145.15 132.01
R3 142.29 138.62 130.22
R2 135.76 135.76 129.62
R1 132.09 132.09 129.02 130.66
PP 129.23 129.23 129.23 128.52
S1 125.56 125.56 127.82 124.13
S2 122.70 122.70 127.22
S3 116.17 119.03 126.62
S4 109.64 112.50 124.83
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
5 139.91 126.37 13.54 10.5% 5.74 4.5% 15% False True 185,255
10 147.90 126.37 21.53 16.8% 5.88 4.6% 10% False True 154,186
20 147.90 126.37 21.53 16.8% 5.24 4.1% 10% False True 113,255
40 147.90 122.27 25.63 20.0% 5.27 4.1% 24% False False 85,559
60 147.90 108.40 39.50 30.8% 4.66 3.6% 51% False False 66,533
80 147.90 97.93 49.97 38.9% 4.18 3.3% 61% False False 52,447
100 147.90 96.72 51.18 39.9% 3.93 3.1% 62% False False 43,470
120 147.90 86.44 61.46 47.9% 3.56 2.8% 68% False False 36,880
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
4.250 160.65
2.618 150.00
1.618 143.47
1.000 139.43
0.618 136.94
HIGH 132.90
0.618 130.41
0.500 129.64
0.382 128.86
LOW 126.37
0.618 122.33
1.000 119.84
1.618 115.80
2.618 109.27
4.250 98.62
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 129.64 129.64
PP 129.23 129.23
S1 128.83 128.83

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

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