NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 114.98 114.28 -0.70 -0.6% 115.32
High 114.98 115.89 0.91 0.8% 117.66
Low 111.98 112.44 0.46 0.4% 111.98
Close 114.41 113.32 -1.09 -1.0% 114.41
Range 3.00 3.45 0.45 15.0% 5.68
ATR 4.34 4.28 -0.06 -1.5% 0.00
Volume 39,985 41,074 1,089 2.7% 235,444
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 124.23 122.23 115.22
R3 120.78 118.78 114.27
R2 117.33 117.33 113.95
R1 115.33 115.33 113.64 114.61
PP 113.88 113.88 113.88 113.52
S1 111.88 111.88 113.00 111.16
S2 110.43 110.43 112.69
S3 106.98 108.43 112.37
S4 103.53 104.98 111.42
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.72 128.75 117.53
R3 126.04 123.07 115.97
R2 120.36 120.36 115.45
R1 117.39 117.39 114.93 116.04
PP 114.68 114.68 114.68 114.01
S1 111.71 111.71 113.89 110.36
S2 109.00 109.00 113.37
S3 103.32 106.03 112.85
S4 97.64 100.35 111.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.66 111.98 5.68 5.0% 3.73 3.3% 24% False False 44,941
10 121.68 111.98 9.70 8.6% 3.65 3.2% 14% False False 48,777
20 133.79 111.98 21.81 19.2% 4.25 3.7% 6% False False 36,020
40 148.47 111.98 36.49 32.2% 4.40 3.9% 4% False False 26,422
60 148.47 111.98 36.49 32.2% 4.45 3.9% 4% False False 22,472
80 148.47 107.60 40.87 36.1% 4.04 3.6% 14% False False 18,470
100 148.47 98.15 50.32 44.4% 3.48 3.1% 30% False False 15,244
120 148.47 96.27 52.20 46.1% 3.16 2.8% 33% False False 13,077
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 0.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.55
2.618 124.92
1.618 121.47
1.000 119.34
0.618 118.02
HIGH 115.89
0.618 114.57
0.500 114.17
0.382 113.76
LOW 112.44
0.618 110.31
1.000 108.99
1.618 106.86
2.618 103.41
4.250 97.78
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 114.17 114.80
PP 113.88 114.31
S1 113.60 113.81

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

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