NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 144.65 144.81 0.16 0.1% 141.29
High 146.43 145.03 -1.40 -1.0% 146.43
Low 143.81 140.19 -3.62 -2.5% 139.79
Close 145.86 142.03 -3.83 -2.6% 145.86
Range 2.62 4.84 2.22 84.7% 6.64
ATR 4.53 4.61 0.08 1.8% 0.00
Volume 77,975 62,299 -15,676 -20.1% 295,099
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 156.94 154.32 144.69
R3 152.10 149.48 143.36
R2 147.26 147.26 142.92
R1 144.64 144.64 142.47 143.53
PP 142.42 142.42 142.42 141.86
S1 139.80 139.80 141.59 138.69
S2 137.58 137.58 141.14
S3 132.74 134.96 140.70
S4 127.90 130.12 139.37
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.95 161.54 149.51
R3 157.31 154.90 147.69
R2 150.67 150.67 147.08
R1 148.26 148.26 146.47 149.47
PP 144.03 144.03 144.03 144.63
S1 141.62 141.62 145.25 142.83
S2 137.39 137.39 144.64
S3 130.75 134.98 144.03
S4 124.11 128.34 142.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.43 139.79 6.64 4.7% 3.90 2.7% 34% False False 71,479
10 146.43 132.51 13.92 9.8% 4.28 3.0% 68% False False 70,485
20 146.43 131.60 14.83 10.4% 4.83 3.4% 70% False False 68,206
40 146.43 120.49 25.94 18.3% 4.56 3.2% 83% False False 55,187
60 146.43 107.40 39.03 27.5% 4.04 2.8% 89% False False 41,320
80 146.43 96.72 49.71 35.0% 3.83 2.7% 91% False False 33,162
100 146.43 93.67 52.76 37.1% 3.47 2.4% 92% False False 27,746
120 146.43 84.70 61.73 43.5% 3.15 2.2% 93% False False 23,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 165.60
2.618 157.70
1.618 152.86
1.000 149.87
0.618 148.02
HIGH 145.03
0.618 143.18
0.500 142.61
0.382 142.04
LOW 140.19
0.618 137.20
1.000 135.35
1.618 132.36
2.618 127.52
4.250 119.62
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 142.61 143.31
PP 142.42 142.88
S1 142.22 142.46

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

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