NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 125.60 123.41 -2.19 -1.7% 129.50
High 126.51 125.22 -1.29 -1.0% 132.90
Low 122.50 122.63 0.13 0.1% 122.50
Close 123.26 124.73 1.47 1.2% 123.26
Range 4.01 2.59 -1.42 -35.4% 10.40
ATR 5.06 4.89 -0.18 -3.5% 0.00
Volume 267,709 217,950 -49,759 -18.6% 1,281,779
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 131.96 130.94 126.15
R3 129.37 128.35 125.44
R2 126.78 126.78 125.20
R1 125.76 125.76 124.97 126.27
PP 124.19 124.19 124.19 124.45
S1 123.17 123.17 124.49 123.68
S2 121.60 121.60 124.26
S3 119.01 120.58 124.02
S4 116.42 117.99 123.31
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.42 150.74 128.98
R3 147.02 140.34 126.12
R2 136.62 136.62 125.17
R1 129.94 129.94 124.21 128.08
PP 126.22 126.22 126.22 125.29
S1 119.54 119.54 122.31 117.68
S2 115.82 115.82 121.35
S3 105.42 109.14 120.40
S4 95.02 98.74 117.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.90 122.50 10.40 8.3% 4.13 3.3% 21% False False 263,978
10 147.40 122.50 24.90 20.0% 5.37 4.3% 9% False False 210,877
20 147.90 122.50 25.40 20.4% 4.98 4.0% 9% False False 152,845
40 147.90 122.27 25.63 20.5% 5.12 4.1% 10% False False 107,141
60 147.90 114.22 33.68 27.0% 4.64 3.7% 31% False False 83,335
80 147.90 104.18 43.72 35.1% 4.18 3.4% 47% False False 65,383
100 147.90 96.72 51.18 41.0% 3.97 3.2% 55% False False 53,970
120 147.90 88.59 59.31 47.6% 3.64 2.9% 61% False False 45,765
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 136.23
2.618 132.00
1.618 129.41
1.000 127.81
0.618 126.82
HIGH 125.22
0.618 124.23
0.500 123.93
0.382 123.62
LOW 122.63
0.618 121.03
1.000 120.04
1.618 118.44
2.618 115.85
4.250 111.62
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 124.46 124.66
PP 124.19 124.58
S1 123.93 124.51

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

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