NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 121.90 126.90 5.00 4.1% 129.50
High 127.39 127.89 0.50 0.4% 132.90
Low 120.80 122.71 1.91 1.6% 122.50
Close 126.77 124.08 -2.69 -2.1% 123.26
Range 6.59 5.18 -1.41 -21.4% 10.40
ATR 5.04 5.05 0.01 0.2% 0.00
Volume 263,546 309,078 45,532 17.3% 1,281,779
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 140.43 137.44 126.93
R3 135.25 132.26 125.50
R2 130.07 130.07 125.03
R1 127.08 127.08 124.55 125.99
PP 124.89 124.89 124.89 124.35
S1 121.90 121.90 123.61 120.81
S2 119.71 119.71 123.13
S3 114.53 116.72 122.66
S4 109.35 111.54 121.23
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.42 150.74 128.98
R3 147.02 140.34 126.12
R2 136.62 136.62 125.17
R1 129.94 129.94 124.21 128.08
PP 126.22 126.22 126.22 125.29
S1 119.54 119.54 122.31 117.68
S2 115.82 115.82 121.35
S3 105.42 109.14 120.40
S4 95.02 98.74 117.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.89 120.42 7.47 6.0% 4.76 3.8% 49% True False 251,071
10 132.90 120.42 12.48 10.1% 4.54 3.7% 29% False False 246,384
20 147.90 120.42 27.48 22.1% 5.24 4.2% 13% False False 180,473
40 147.90 120.42 27.48 22.1% 5.27 4.3% 13% False False 123,411
60 147.90 120.42 27.48 22.1% 4.75 3.8% 13% False False 95,447
80 147.90 106.06 41.84 33.7% 4.30 3.5% 43% False False 74,658
100 147.90 96.72 51.18 41.2% 4.07 3.3% 53% False False 61,456
120 147.90 91.21 56.69 45.7% 3.72 3.0% 58% False False 52,093
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 0.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149.91
2.618 141.45
1.618 136.27
1.000 133.07
0.618 131.09
HIGH 127.89
0.618 125.91
0.500 125.30
0.382 124.69
LOW 122.71
0.618 119.51
1.000 117.53
1.618 114.33
2.618 109.15
4.250 100.70
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 125.30 124.16
PP 124.89 124.13
S1 124.49 124.11

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

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