NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 118.96 118.75 -0.21 -0.2% 124.70
High 120.17 121.26 1.09 0.9% 129.16
Low 117.36 117.75 0.39 0.3% 121.60
Close 118.59 119.78 1.19 1.0% 125.94
Range 2.81 3.51 0.70 24.9% 7.56
ATR 4.62 4.54 -0.08 -1.7% 0.00
Volume 68,764 46,905 -21,859 -31.8% 128,424
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 130.13 128.46 121.71
R3 126.62 124.95 120.75
R2 123.11 123.11 120.42
R1 121.44 121.44 120.10 122.28
PP 119.60 119.60 119.60 120.01
S1 117.93 117.93 119.46 118.77
S2 116.09 116.09 119.14
S3 112.58 114.42 118.81
S4 109.07 110.91 117.85
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 148.25 144.65 130.10
R3 140.69 137.09 128.02
R2 133.13 133.13 127.33
R1 129.53 129.53 126.63 131.33
PP 125.57 125.57 125.57 126.47
S1 121.97 121.97 125.25 123.77
S2 118.01 118.01 124.55
S3 110.45 114.41 123.86
S4 102.89 106.85 121.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.16 117.36 11.80 9.9% 4.46 3.7% 21% False False 41,589
10 129.16 117.36 11.80 9.9% 4.45 3.7% 21% False False 33,685
20 148.47 117.36 31.11 26.0% 4.92 4.1% 8% False False 26,266
40 148.47 117.36 31.11 26.0% 4.41 3.7% 8% False False 20,498
60 148.47 117.36 31.11 26.0% 4.43 3.7% 8% False False 18,049
80 148.47 107.60 40.87 34.1% 3.83 3.2% 30% False False 14,499
100 148.47 96.27 52.20 43.6% 3.35 2.8% 45% False False 12,046
120 148.47 95.37 53.10 44.3% 2.98 2.5% 46% False False 10,318
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 0.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.18
2.618 130.45
1.618 126.94
1.000 124.77
0.618 123.43
HIGH 121.26
0.618 119.92
0.500 119.51
0.382 119.09
LOW 117.75
0.618 115.58
1.000 114.24
1.618 112.07
2.618 108.56
4.250 102.83
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 119.69 119.69
PP 119.60 119.61
S1 119.51 119.52

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

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