NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 126.90 124.06 -2.84 -2.2% 123.41
High 127.89 128.60 0.71 0.6% 128.60
Low 122.71 122.10 -0.61 -0.5% 120.42
Close 124.08 125.10 1.02 0.8% 125.10
Range 5.18 6.50 1.32 25.5% 8.18
ATR 5.05 5.16 0.10 2.0% 0.00
Volume 309,078 280,832 -28,246 -9.1% 1,268,480
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 144.77 141.43 128.68
R3 138.27 134.93 126.89
R2 131.77 131.77 126.29
R1 128.43 128.43 125.70 130.10
PP 125.27 125.27 125.27 126.10
S1 121.93 121.93 124.50 123.60
S2 118.77 118.77 123.91
S3 112.27 115.43 123.31
S4 105.77 108.93 121.53
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 149.25 145.35 129.60
R3 141.07 137.17 127.35
R2 132.89 132.89 126.60
R1 128.99 128.99 125.85 130.94
PP 124.71 124.71 124.71 125.68
S1 120.81 120.81 124.35 122.76
S2 116.53 116.53 123.60
S3 108.35 112.63 122.85
S4 100.17 104.45 120.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.60 120.42 8.18 6.5% 5.26 4.2% 57% True False 253,696
10 132.90 120.42 12.48 10.0% 4.80 3.8% 38% False False 255,025
20 147.90 120.42 27.48 22.0% 5.43 4.3% 17% False False 190,616
40 147.90 120.42 27.48 22.0% 5.28 4.2% 17% False False 129,187
60 147.90 120.42 27.48 22.0% 4.81 3.8% 17% False False 99,772
80 147.90 106.75 41.15 32.9% 4.35 3.5% 45% False False 78,007
100 147.90 96.72 51.18 40.9% 4.12 3.3% 55% False False 64,115
120 147.90 93.00 54.90 43.9% 3.77 3.0% 58% False False 54,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156.23
2.618 145.62
1.618 139.12
1.000 135.10
0.618 132.62
HIGH 128.60
0.618 126.12
0.500 125.35
0.382 124.58
LOW 122.10
0.618 118.08
1.000 115.60
1.618 111.58
2.618 105.08
4.250 94.48
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 125.35 124.97
PP 125.27 124.83
S1 125.18 124.70

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

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