NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 135.80 141.80 6.00 4.4% 144.27
High 142.13 147.27 5.14 3.6% 147.27
Low 135.43 141.44 6.01 4.4% 135.14
Close 141.65 145.08 3.43 2.4% 145.08
Range 6.70 5.83 -0.87 -13.0% 12.13
ATR 4.89 4.96 0.07 1.4% 0.00
Volume 299,142 294,339 -4,803 -1.6% 1,473,874
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 162.09 159.41 148.29
R3 156.26 153.58 146.68
R2 150.43 150.43 146.15
R1 147.75 147.75 145.61 149.09
PP 144.60 144.60 144.60 145.27
S1 141.92 141.92 144.55 143.26
S2 138.77 138.77 144.01
S3 132.94 136.09 143.48
S4 127.11 130.26 141.87
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.89 174.11 151.75
R3 166.76 161.98 148.42
R2 154.63 154.63 147.30
R1 149.85 149.85 146.19 152.24
PP 142.50 142.50 142.50 143.69
S1 137.72 137.72 143.97 140.11
S2 130.37 130.37 142.86
S3 118.24 125.59 141.74
S4 106.11 113.46 138.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.27 135.14 12.13 8.4% 5.56 3.8% 82% True False 294,774
10 147.27 135.14 12.13 8.4% 4.70 3.2% 82% True False 279,274
20 147.27 131.75 15.52 10.7% 4.82 3.3% 86% True False 250,802
40 147.27 122.05 25.22 17.4% 4.91 3.4% 91% True False 181,270
60 147.27 108.95 38.32 26.4% 4.39 3.0% 94% True False 130,946
80 147.27 97.33 49.94 34.4% 3.98 2.7% 96% True False 101,390
100 147.27 95.79 51.48 35.5% 3.77 2.6% 96% True False 82,613
120 147.27 85.90 61.37 42.3% 3.43 2.4% 96% True False 69,445
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 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172.05
2.618 162.53
1.618 156.70
1.000 153.10
0.618 150.87
HIGH 147.27
0.618 145.04
0.500 144.36
0.382 143.67
LOW 141.44
0.618 137.84
1.000 135.61
1.618 132.01
2.618 126.18
4.250 116.66
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 144.84 143.82
PP 144.60 142.56
S1 144.36 141.31

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

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