NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 144.69 145.19 0.50 0.3% 144.27
High 146.37 146.73 0.36 0.2% 147.27
Low 142.49 135.96 -6.53 -4.6% 135.14
Close 145.18 138.74 -6.44 -4.4% 145.08
Range 3.88 10.77 6.89 177.6% 12.13
ATR 4.88 5.30 0.42 8.6% 0.00
Volume 334,940 252,605 -82,335 -24.6% 1,473,874
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 172.79 166.53 144.66
R3 162.02 155.76 141.70
R2 151.25 151.25 140.71
R1 144.99 144.99 139.73 142.74
PP 140.48 140.48 140.48 139.35
S1 134.22 134.22 137.75 131.97
S2 129.71 129.71 136.77
S3 118.94 123.45 135.78
S4 108.17 112.68 132.82
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
5 147.27 135.34 11.93 8.6% 6.02 4.3% 28% False False 312,686
10 147.27 135.14 12.13 8.7% 5.28 3.8% 30% False False 280,699
20 147.27 131.75 15.52 11.2% 5.04 3.6% 45% False False 265,654
40 147.27 122.05 25.22 18.2% 5.13 3.7% 66% False False 194,103
60 147.27 108.95 38.32 27.6% 4.54 3.3% 78% False False 140,302
80 147.27 98.20 49.07 35.4% 4.11 3.0% 83% False False 108,424
100 147.27 96.69 50.58 36.5% 3.87 2.8% 83% False False 88,389
120 147.27 86.15 61.12 44.1% 3.52 2.5% 86% False False 74,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 192.50
2.618 174.93
1.618 164.16
1.000 157.50
0.618 153.39
HIGH 146.73
0.618 142.62
0.500 141.35
0.382 140.07
LOW 135.96
0.618 129.30
1.000 125.19
1.618 118.53
2.618 107.76
4.250 90.19
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 141.35 141.62
PP 140.48 140.66
S1 139.61 139.70

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

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