NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 135.27 130.75 -4.52 -3.3% 125.89
High 135.78 133.15 -2.63 -1.9% 135.78
Low 130.40 130.18 -0.22 -0.2% 124.95
Close 130.68 131.79 1.11 0.8% 131.79
Range 5.38 2.97 -2.41 -44.8% 10.83
ATR 3.29 3.27 -0.02 -0.7% 0.00
Volume 28,658 37,339 8,681 30.3% 106,426
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 140.62 139.17 133.42
R3 137.65 136.20 132.61
R2 134.68 134.68 132.33
R1 133.23 133.23 132.06 133.96
PP 131.71 131.71 131.71 132.07
S1 130.26 130.26 131.52 130.99
S2 128.74 128.74 131.25
S3 125.77 127.29 130.97
S4 122.80 124.32 130.16
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 163.33 158.39 137.75
R3 152.50 147.56 134.77
R2 141.67 141.67 133.78
R1 136.73 136.73 132.78 139.20
PP 130.84 130.84 130.84 132.08
S1 125.90 125.90 130.80 128.37
S2 120.01 120.01 129.80
S3 109.18 115.07 128.81
S4 98.35 104.24 125.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.78 124.95 10.83 8.2% 3.78 2.9% 63% False False 21,285
10 135.78 120.30 15.48 11.7% 3.48 2.6% 74% False False 15,215
20 135.78 108.00 27.78 21.1% 3.37 2.6% 86% False False 11,417
40 135.78 97.48 38.30 29.1% 2.84 2.2% 90% False False 8,151
60 135.78 96.67 39.11 29.7% 2.58 2.0% 90% False False 6,626
80 135.78 86.34 49.44 37.5% 2.26 1.7% 92% False False 5,222
100 135.78 84.60 51.18 38.8% 1.92 1.5% 92% False False 4,344
Crabel Price Patterns
NR True
NR4 True
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 0.61
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.77
2.618 140.93
1.618 137.96
1.000 136.12
0.618 134.99
HIGH 133.15
0.618 132.02
0.500 131.67
0.382 131.31
LOW 130.18
0.618 128.34
1.000 127.21
1.618 125.37
2.618 122.40
4.250 117.56
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 131.75 132.66
PP 131.71 132.37
S1 131.67 132.08

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

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