NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 145.83 139.69 -6.14 -4.2% 145.34
High 147.55 140.20 -7.35 -5.0% 148.13
Low 137.25 133.32 -3.93 -2.9% 136.49
Close 139.83 135.83 -4.00 -2.9% 145.96
Range 10.30 6.88 -3.42 -33.2% 11.64
ATR 4.91 5.05 0.14 2.9% 0.00
Volume 30,436 42,652 12,216 40.1% 167,231
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.09 153.34 139.61
R3 150.21 146.46 137.72
R2 143.33 143.33 137.09
R1 139.58 139.58 136.46 138.02
PP 136.45 136.45 136.45 135.67
S1 132.70 132.70 135.20 131.14
S2 129.57 129.57 134.57
S3 122.69 125.82 133.94
S4 115.81 118.94 132.05
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.45 173.84 152.36
R3 166.81 162.20 149.16
R2 155.17 155.17 148.09
R1 150.56 150.56 147.03 152.87
PP 143.53 143.53 143.53 144.68
S1 138.92 138.92 144.89 141.23
S2 131.89 131.89 143.83
S3 120.25 127.28 142.76
S4 108.61 115.64 139.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.13 133.32 14.81 10.9% 6.62 4.9% 17% False True 34,121
10 148.13 133.32 14.81 10.9% 5.23 3.9% 17% False True 32,985
20 148.13 132.54 15.59 11.5% 4.85 3.6% 21% False False 29,277
40 148.13 122.32 25.81 19.0% 4.92 3.6% 52% False False 28,114
60 148.13 108.00 40.13 29.5% 4.31 3.2% 69% False False 21,357
80 148.13 97.48 50.65 37.3% 3.79 2.8% 76% False False 17,170
100 148.13 96.67 51.46 37.9% 3.41 2.5% 76% False False 14,355
120 148.13 86.34 61.79 45.5% 3.05 2.2% 80% False False 12,116
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 0.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.44
2.618 158.21
1.618 151.33
1.000 147.08
0.618 144.45
HIGH 140.20
0.618 137.57
0.500 136.76
0.382 135.95
LOW 133.32
0.618 129.07
1.000 126.44
1.618 122.19
2.618 115.31
4.250 104.08
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 136.76 140.44
PP 136.45 138.90
S1 136.14 137.37

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

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