NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 124.62 122.84 -1.78 -1.4% 131.95
High 125.50 128.90 3.40 2.7% 133.00
Low 122.40 122.32 -0.08 -0.1% 124.93
Close 122.91 128.30 5.39 4.4% 127.27
Range 3.10 6.58 3.48 112.3% 8.07
ATR 3.59 3.81 0.21 5.9% 0.00
Volume 22,158 22,308 150 0.7% 97,448
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.25 143.85 131.92
R3 139.67 137.27 130.11
R2 133.09 133.09 129.51
R1 130.69 130.69 128.90 131.89
PP 126.51 126.51 126.51 127.11
S1 124.11 124.11 127.70 125.31
S2 119.93 119.93 127.09
S3 113.35 117.53 126.49
S4 106.77 110.95 124.68
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 152.61 148.01 131.71
R3 144.54 139.94 129.49
R2 136.47 136.47 128.75
R1 131.87 131.87 128.01 130.14
PP 128.40 128.40 128.40 127.53
S1 123.80 123.80 126.53 122.07
S2 120.33 120.33 125.79
S3 112.26 115.73 125.05
S4 104.19 107.66 122.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.10 122.32 6.78 5.3% 4.07 3.2% 88% False True 22,056
10 135.78 122.32 13.46 10.5% 4.40 3.4% 44% False True 25,175
20 135.78 120.00 15.78 12.3% 3.79 3.0% 53% False False 17,950
40 135.78 106.12 29.66 23.1% 3.22 2.5% 75% False False 11,742
60 135.78 96.67 39.11 30.5% 2.92 2.3% 81% False False 9,272
80 135.78 91.35 44.43 34.6% 2.54 2.0% 83% False False 7,465
100 135.78 84.60 51.18 39.9% 2.25 1.8% 85% False False 6,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.23
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 156.87
2.618 146.13
1.618 139.55
1.000 135.48
0.618 132.97
HIGH 128.90
0.618 126.39
0.500 125.61
0.382 124.83
LOW 122.32
0.618 118.25
1.000 115.74
1.618 111.67
2.618 105.09
4.250 94.36
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 127.40 127.40
PP 126.51 126.51
S1 125.61 125.61

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

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