NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 128.50 124.46 -4.04 -3.1% 145.35
High 128.70 126.44 -2.26 -1.8% 147.40
Low 124.12 123.50 -0.62 -0.5% 128.95
Close 124.44 125.49 1.05 0.8% 129.47
Range 4.58 2.94 -1.64 -35.8% 18.45
ATR 5.31 5.14 -0.17 -3.2% 0.00
Volume 293,435 293,200 -235 -0.1% 739,902
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 133.96 132.67 127.11
R3 131.02 129.73 126.30
R2 128.08 128.08 126.03
R1 126.79 126.79 125.76 127.44
PP 125.14 125.14 125.14 125.47
S1 123.85 123.85 125.22 124.50
S2 122.20 122.20 124.95
S3 119.26 120.91 124.68
S4 116.32 117.97 123.87
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
5 132.90 123.50 9.40 7.5% 4.32 3.4% 21% False True 241,698
10 147.90 123.50 24.40 19.4% 5.67 4.5% 8% False True 185,518
20 147.90 123.50 24.40 19.4% 5.20 4.1% 8% False True 136,270
40 147.90 122.27 25.63 20.4% 5.21 4.1% 13% False False 97,847
60 147.90 108.40 39.50 31.5% 4.68 3.7% 43% False False 75,883
80 147.90 101.00 46.90 37.4% 4.15 3.3% 52% False False 59,555
100 147.90 96.72 51.18 40.8% 3.96 3.2% 56% False False 49,248
120 147.90 86.44 61.46 49.0% 3.60 2.9% 64% False False 41,751
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.96
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 138.94
2.618 134.14
1.618 131.20
1.000 129.38
0.618 128.26
HIGH 126.44
0.618 125.32
0.500 124.97
0.382 124.62
LOW 123.50
0.618 121.68
1.000 120.56
1.618 118.74
2.618 115.80
4.250 111.01
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 125.32 128.20
PP 125.14 127.30
S1 124.97 126.39

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

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