NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 129.22 125.49 -3.73 -2.9% 144.00
High 129.66 127.15 -2.51 -1.9% 147.81
Low 125.14 124.53 -0.61 -0.5% 130.00
Close 125.49 126.33 0.84 0.7% 130.39
Range 4.52 2.62 -1.90 -42.0% 17.81
ATR 4.79 4.64 -0.16 -3.2% 0.00
Volume 16,875 18,378 1,503 8.9% 102,344
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 133.86 132.72 127.77
R3 131.24 130.10 127.05
R2 128.62 128.62 126.81
R1 127.48 127.48 126.57 128.05
PP 126.00 126.00 126.00 126.29
S1 124.86 124.86 126.09 125.43
S2 123.38 123.38 125.85
S3 120.76 122.24 125.61
S4 118.14 119.62 124.89
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.50 177.75 140.19
R3 171.69 159.94 135.29
R2 153.88 153.88 133.66
R1 142.13 142.13 132.02 139.10
PP 136.07 136.07 136.07 134.55
S1 124.32 124.32 128.76 121.29
S2 118.26 118.26 127.12
S3 100.45 106.51 125.49
S4 82.64 88.70 120.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.82 124.53 9.29 7.4% 4.07 3.2% 19% False True 17,415
10 148.47 124.53 23.94 19.0% 5.39 4.3% 8% False True 18,847
20 148.47 124.53 23.94 19.0% 4.56 3.6% 8% False True 17,586
40 148.47 122.40 26.07 20.6% 4.52 3.6% 15% False False 15,918
60 148.47 107.60 40.87 32.4% 4.08 3.2% 46% False False 13,264
80 148.47 100.04 48.43 38.3% 3.38 2.7% 54% False False 10,547
100 148.47 96.27 52.20 41.3% 3.01 2.4% 58% False False 8,937
120 148.47 86.22 62.25 49.3% 2.71 2.1% 64% False False 7,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 138.29
2.618 134.01
1.618 131.39
1.000 129.77
0.618 128.77
HIGH 127.15
0.618 126.15
0.500 125.84
0.382 125.53
LOW 124.53
0.618 122.91
1.000 121.91
1.618 120.29
2.618 117.67
4.250 113.40
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 126.17 129.16
PP 126.00 128.22
S1 125.84 127.27

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

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