NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 119.90 115.20 -4.70 -3.9% 125.98
High 120.08 116.90 -3.18 -2.6% 126.35
Low 114.62 112.72 -1.90 -1.7% 114.62
Close 115.20 114.45 -0.75 -0.7% 115.20
Range 5.46 4.18 -1.28 -23.4% 11.73
ATR 4.97 4.92 -0.06 -1.1% 0.00
Volume 304,204 297,330 -6,874 -2.3% 1,500,146
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.23 125.02 116.75
R3 123.05 120.84 115.60
R2 118.87 118.87 115.22
R1 116.66 116.66 114.83 115.68
PP 114.69 114.69 114.69 114.20
S1 112.48 112.48 114.07 111.50
S2 110.51 110.51 113.68
S3 106.33 108.30 113.30
S4 102.15 104.12 112.15
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 153.91 146.29 121.65
R3 142.18 134.56 118.43
R2 130.45 130.45 117.35
R1 122.83 122.83 116.28 120.78
PP 118.72 118.72 118.72 117.70
S1 111.10 111.10 114.12 109.05
S2 106.99 106.99 113.05
S3 95.26 99.37 111.97
S4 83.53 87.64 108.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.78 112.72 9.06 7.9% 4.02 3.5% 19% False True 304,033
10 128.60 112.72 15.88 13.9% 5.07 4.4% 11% False True 284,800
20 147.40 112.72 34.68 30.3% 5.22 4.6% 5% False True 247,838
40 147.90 112.72 35.18 30.7% 4.99 4.4% 5% False True 163,263
60 147.90 112.72 35.18 30.7% 4.94 4.3% 5% False True 127,370
80 147.90 108.40 39.50 34.5% 4.51 3.9% 15% False False 99,856
100 147.90 97.44 50.46 44.1% 4.17 3.6% 34% False False 81,626
120 147.90 95.83 52.07 45.5% 3.90 3.4% 36% False False 69,180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.67
2.618 127.84
1.618 123.66
1.000 121.08
0.618 119.48
HIGH 116.90
0.618 115.30
0.500 114.81
0.382 114.32
LOW 112.72
0.618 110.14
1.000 108.54
1.618 105.96
2.618 101.78
4.250 94.96
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 114.81 117.25
PP 114.69 116.32
S1 114.57 115.38

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

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