NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 115.50 116.04 0.54 0.5% 114.01
High 117.89 119.63 1.74 1.5% 122.04
Low 112.36 115.64 3.28 2.9% 111.66
Close 116.27 118.15 1.88 1.6% 114.59
Range 5.53 3.99 -1.54 -27.8% 10.38
ATR 4.77 4.72 -0.06 -1.2% 0.00
Volume 174,446 311,866 137,420 78.8% 1,116,351
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.78 127.95 120.34
R3 125.79 123.96 119.25
R2 121.80 121.80 118.88
R1 119.97 119.97 118.52 120.89
PP 117.81 117.81 117.81 118.26
S1 115.98 115.98 117.78 116.90
S2 113.82 113.82 117.42
S3 109.83 111.99 117.05
S4 105.84 108.00 115.96
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 147.24 141.29 120.30
R3 136.86 130.91 117.44
R2 126.48 126.48 116.49
R1 120.53 120.53 115.54 123.51
PP 116.10 116.10 116.10 117.58
S1 110.15 110.15 113.64 113.13
S2 105.72 105.72 112.69
S3 95.34 99.77 111.74
S4 84.96 89.39 108.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.04 112.36 9.68 8.2% 5.24 4.4% 60% False False 269,100
10 122.04 111.50 10.54 8.9% 4.75 4.0% 63% False False 216,348
20 128.95 111.50 17.45 14.8% 4.66 3.9% 38% False False 167,353
40 148.13 111.50 36.63 31.0% 4.80 4.1% 18% False False 104,441
60 148.13 111.50 36.63 31.0% 4.90 4.1% 18% False False 78,650
80 148.13 111.50 36.63 31.0% 4.58 3.9% 18% False False 63,292
100 148.13 105.17 42.96 36.4% 4.19 3.5% 30% False False 51,750
120 148.13 96.67 51.46 43.6% 3.86 3.3% 42% False False 43,818
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 1.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.59
2.618 130.08
1.618 126.09
1.000 123.62
0.618 122.10
HIGH 119.63
0.618 118.11
0.500 117.64
0.382 117.16
LOW 115.64
0.618 113.17
1.000 111.65
1.618 109.18
2.618 105.19
4.250 98.68
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 117.98 117.43
PP 117.81 116.71
S1 117.64 116.00

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

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