NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 120.00 122.90 2.90 2.4% 114.70
High 122.89 125.30 2.41 2.0% 125.30
Low 120.00 122.90 2.90 2.4% 114.00
Close 122.46 125.14 2.68 2.2% 125.14
Range 2.89 2.40 -0.49 -17.0% 11.30
ATR 2.87 2.87 0.00 -0.1% 0.00
Volume 9,801 11,300 1,499 15.3% 38,840
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 131.65 130.79 126.46
R3 129.25 128.39 125.80
R2 126.85 126.85 125.58
R1 125.99 125.99 125.36 126.42
PP 124.45 124.45 124.45 124.66
S1 123.59 123.59 124.92 124.02
S2 122.05 122.05 124.70
S3 119.65 121.19 124.48
S4 117.25 118.79 123.82
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 155.38 151.56 131.36
R3 144.08 140.26 128.25
R2 132.78 132.78 127.21
R1 128.96 128.96 126.18 130.87
PP 121.48 121.48 121.48 122.44
S1 117.66 117.66 124.10 119.57
S2 110.18 110.18 123.07
S3 98.88 106.36 122.03
S4 87.58 95.06 118.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.30 114.00 11.30 9.0% 3.08 2.5% 99% True False 7,768
10 125.30 108.00 17.30 13.8% 3.26 2.6% 99% True False 7,619
20 125.30 107.01 18.29 14.6% 2.81 2.2% 99% True False 5,869
40 125.30 96.67 28.63 22.9% 2.53 2.0% 99% True False 5,344
60 125.30 93.39 31.91 25.5% 2.19 1.8% 99% True False 4,286
80 125.30 84.60 40.70 32.5% 1.93 1.5% 100% True False 3,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135.50
2.618 131.58
1.618 129.18
1.000 127.70
0.618 126.78
HIGH 125.30
0.618 124.38
0.500 124.10
0.382 123.82
LOW 122.90
0.618 121.42
1.000 120.50
1.618 119.02
2.618 116.62
4.250 112.70
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 124.79 124.10
PP 124.45 123.07
S1 124.10 122.03

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

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