NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 119.58 116.10 -3.48 -2.9% 126.02
High 119.82 117.61 -2.21 -1.8% 127.50
Low 115.50 113.68 -1.82 -1.6% 115.50
Close 116.11 115.38 -0.73 -0.6% 116.11
Range 4.32 3.93 -0.39 -9.0% 12.00
ATR 4.61 4.56 -0.05 -1.0% 0.00
Volume 62,786 59,673 -3,113 -5.0% 261,793
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.35 125.29 117.54
R3 123.42 121.36 116.46
R2 119.49 119.49 116.10
R1 117.43 117.43 115.74 116.50
PP 115.56 115.56 115.56 115.09
S1 113.50 113.50 115.02 112.57
S2 111.63 111.63 114.66
S3 107.70 109.57 114.30
S4 103.77 105.64 113.22
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 155.70 147.91 122.71
R3 143.70 135.91 119.41
R2 131.70 131.70 118.31
R1 123.91 123.91 117.21 121.81
PP 119.70 119.70 119.70 118.65
S1 111.91 111.91 115.01 109.81
S2 107.70 107.70 113.91
S3 95.70 99.91 112.81
S4 83.70 87.91 109.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.00 113.68 8.32 7.2% 3.55 3.1% 20% False True 57,699
10 129.58 113.68 15.90 13.8% 4.69 4.1% 11% False True 51,360
20 148.03 113.68 34.35 29.8% 4.89 4.2% 5% False True 46,882
40 148.60 113.68 34.92 30.3% 4.54 3.9% 5% False True 40,748
60 148.60 113.68 34.92 30.3% 4.69 4.1% 5% False True 42,452
80 148.60 107.00 41.60 36.1% 4.33 3.7% 20% False False 38,490
100 148.60 96.62 51.98 45.1% 3.99 3.5% 36% False False 34,783
120 148.60 94.90 53.70 46.5% 3.82 3.3% 38% False False 33,413
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 1.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.31
2.618 127.90
1.618 123.97
1.000 121.54
0.618 120.04
HIGH 117.61
0.618 116.11
0.500 115.65
0.382 115.18
LOW 113.68
0.618 111.25
1.000 109.75
1.618 107.32
2.618 103.39
4.250 96.98
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 115.65 117.37
PP 115.56 116.70
S1 115.47 116.04

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

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