NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 124.94 121.90 -3.04 -2.4% 129.50
High 125.85 127.39 1.54 1.2% 132.90
Low 120.42 120.80 0.38 0.3% 122.50
Close 122.19 126.77 4.58 3.7% 123.26
Range 5.43 6.59 1.16 21.4% 10.40
ATR 4.92 5.04 0.12 2.4% 0.00
Volume 197,074 263,546 66,472 33.7% 1,281,779
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 144.76 142.35 130.39
R3 138.17 135.76 128.58
R2 131.58 131.58 127.98
R1 129.17 129.17 127.37 130.38
PP 124.99 124.99 124.99 125.59
S1 122.58 122.58 126.17 123.79
S2 118.40 118.40 125.56
S3 111.81 115.99 124.96
S4 105.22 109.40 123.15
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
5 127.39 120.42 6.97 5.5% 4.31 3.4% 91% True False 247,895
10 137.43 120.42 17.01 13.4% 4.77 3.8% 37% False False 230,235
20 147.90 120.42 27.48 21.7% 5.19 4.1% 23% False False 168,553
40 147.90 120.42 27.48 21.7% 5.22 4.1% 23% False False 116,649
60 147.90 119.18 28.72 22.7% 4.72 3.7% 26% False False 90,557
80 147.90 105.39 42.51 33.5% 4.28 3.4% 50% False False 70,965
100 147.90 96.72 51.18 40.4% 4.04 3.2% 59% False False 58,463
120 147.90 91.20 56.70 44.7% 3.69 2.9% 63% False False 49,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 155.40
2.618 144.64
1.618 138.05
1.000 133.98
0.618 131.46
HIGH 127.39
0.618 124.87
0.500 124.10
0.382 123.32
LOW 120.80
0.618 116.73
1.000 114.21
1.618 110.14
2.618 103.55
4.250 92.79
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 125.88 125.82
PP 124.99 124.86
S1 124.10 123.91

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

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