NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 131.98 128.50 -3.48 -2.6% 145.35
High 132.90 128.70 -4.20 -3.2% 147.40
Low 126.37 124.12 -2.25 -1.8% 128.95
Close 128.42 124.44 -3.98 -3.1% 129.47
Range 6.53 4.58 -1.95 -29.9% 18.45
ATR 5.37 5.31 -0.06 -1.0% 0.00
Volume 247,598 293,435 45,837 18.5% 739,902
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 139.49 136.55 126.96
R3 134.91 131.97 125.70
R2 130.33 130.33 125.28
R1 127.39 127.39 124.86 126.57
PP 125.75 125.75 125.75 125.35
S1 122.81 122.81 124.02 121.99
S2 121.17 121.17 123.60
S3 116.59 118.23 123.18
S4 112.01 113.65 121.92
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
5 137.43 124.12 13.31 10.7% 5.24 4.2% 2% False True 212,576
10 147.90 124.12 23.78 19.1% 6.03 4.8% 1% False True 168,084
20 147.90 124.12 23.78 19.1% 5.33 4.3% 1% False True 124,966
40 147.90 122.27 25.63 20.6% 5.26 4.2% 8% False False 91,591
60 147.90 108.40 39.50 31.7% 4.69 3.8% 41% False False 71,244
80 147.90 98.00 49.90 40.1% 4.18 3.4% 53% False False 55,986
100 147.90 96.72 51.18 41.1% 3.96 3.2% 54% False False 46,366
120 147.90 86.44 61.46 49.4% 3.59 2.9% 62% False False 39,318
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 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.17
2.618 140.69
1.618 136.11
1.000 133.28
0.618 131.53
HIGH 128.70
0.618 126.95
0.500 126.41
0.382 125.87
LOW 124.12
0.618 121.29
1.000 119.54
1.618 116.71
2.618 112.13
4.250 104.66
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 126.41 128.51
PP 125.75 127.15
S1 125.10 125.80

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

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