NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 123.41 124.94 1.53 1.2% 129.50
High 125.22 125.85 0.63 0.5% 132.90
Low 122.63 120.42 -2.21 -1.8% 122.50
Close 124.73 122.19 -2.54 -2.0% 123.26
Range 2.59 5.43 2.84 109.7% 10.40
ATR 4.89 4.92 0.04 0.8% 0.00
Volume 217,950 197,074 -20,876 -9.6% 1,281,779
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 139.11 136.08 125.18
R3 133.68 130.65 123.68
R2 128.25 128.25 123.19
R1 125.22 125.22 122.69 124.02
PP 122.82 122.82 122.82 122.22
S1 119.79 119.79 121.69 118.59
S2 117.39 117.39 121.19
S3 111.96 114.36 120.70
S4 106.53 108.93 119.20
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
5 128.70 120.42 8.28 6.8% 3.91 3.2% 21% False True 253,873
10 139.91 120.42 19.49 16.0% 4.83 3.9% 9% False True 219,564
20 147.90 120.42 27.48 22.5% 5.03 4.1% 6% False True 158,605
40 147.90 120.42 27.48 22.5% 5.15 4.2% 6% False True 110,969
60 147.90 117.71 30.19 24.7% 4.66 3.8% 15% False False 86,360
80 147.90 105.00 42.90 35.1% 4.22 3.5% 40% False False 67,782
100 147.90 96.72 51.18 41.9% 4.00 3.3% 50% False False 55,893
120 147.90 90.17 57.73 47.2% 3.66 3.0% 55% False False 47,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148.93
2.618 140.07
1.618 134.64
1.000 131.28
0.618 129.21
HIGH 125.85
0.618 123.78
0.500 123.14
0.382 122.49
LOW 120.42
0.618 117.06
1.000 114.99
1.618 111.63
2.618 106.20
4.250 97.34
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 123.14 123.47
PP 122.82 123.04
S1 122.51 122.62

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

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