NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 128.34 129.60 1.26 1.0% 125.89
High 130.70 132.32 1.62 1.2% 135.78
Low 126.14 126.32 0.18 0.1% 124.95
Close 130.41 126.62 -3.79 -2.9% 131.79
Range 4.56 6.00 1.44 31.6% 10.83
ATR 3.46 3.64 0.18 5.2% 0.00
Volume 18,087 26,344 8,257 45.7% 106,426
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 146.42 142.52 129.92
R3 140.42 136.52 128.27
R2 134.42 134.42 127.72
R1 130.52 130.52 127.17 129.47
PP 128.42 128.42 128.42 127.90
S1 124.52 124.52 126.07 123.47
S2 122.42 122.42 125.52
S3 116.42 118.52 124.97
S4 110.42 112.52 123.32
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
5 135.78 126.14 9.64 7.6% 4.74 3.7% 5% False False 28,294
10 135.78 120.30 15.48 12.2% 4.28 3.4% 41% False False 19,832
20 135.78 108.00 27.78 21.9% 3.76 3.0% 67% False False 14,309
40 135.78 100.50 35.28 27.9% 2.92 2.3% 74% False False 9,762
60 135.78 96.67 39.11 30.9% 2.73 2.2% 77% False False 7,753
80 135.78 86.34 49.44 39.0% 2.40 1.9% 81% False False 6,148
100 135.78 84.60 51.18 40.4% 2.06 1.6% 82% False False 5,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 157.82
2.618 148.03
1.618 142.03
1.000 138.32
0.618 136.03
HIGH 132.32
0.618 130.03
0.500 129.32
0.382 128.61
LOW 126.32
0.618 122.61
1.000 120.32
1.618 116.61
2.618 110.61
4.250 100.82
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 129.32 129.57
PP 128.42 128.59
S1 127.52 127.60

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

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