NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 121.00 118.75 -2.25 -1.9% 123.41
High 121.23 120.49 -0.74 -0.6% 128.60
Low 118.00 117.11 -0.89 -0.8% 120.42
Close 119.17 118.58 -0.59 -0.5% 125.10
Range 3.23 3.38 0.15 4.6% 8.18
ATR 5.14 5.02 -0.13 -2.4% 0.00
Volume 294,048 316,589 22,541 7.7% 1,268,480
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.87 127.10 120.44
R3 125.49 123.72 119.51
R2 122.11 122.11 119.20
R1 120.34 120.34 118.89 119.54
PP 118.73 118.73 118.73 118.32
S1 116.96 116.96 118.27 116.16
S2 115.35 115.35 117.96
S3 111.97 113.58 117.65
S4 108.59 110.20 116.72
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
5 128.60 117.11 11.49 9.7% 5.03 4.2% 13% False True 295,571
10 128.60 117.11 11.49 9.7% 4.67 3.9% 13% False True 271,733
20 147.90 117.11 30.79 26.0% 5.35 4.5% 5% False True 219,909
40 147.90 117.11 30.79 26.0% 5.05 4.3% 5% False True 146,077
60 147.90 117.11 30.79 26.0% 4.90 4.1% 5% False True 113,213
80 147.90 108.40 39.50 33.3% 4.43 3.7% 26% False False 88,814
100 147.90 96.72 51.18 43.2% 4.16 3.5% 43% False False 72,782
120 147.90 94.46 53.44 45.1% 3.85 3.2% 45% False False 61,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.86
2.618 129.34
1.618 125.96
1.000 123.87
0.618 122.58
HIGH 120.49
0.618 119.20
0.500 118.80
0.382 118.40
LOW 117.11
0.618 115.02
1.000 113.73
1.618 111.64
2.618 108.26
4.250 102.75
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 118.80 121.73
PP 118.73 120.68
S1 118.65 119.63

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

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