NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 135.31 132.35 -2.96 -2.2% 127.50
High 138.25 138.88 0.63 0.5% 138.61
Low 131.70 132.25 0.55 0.4% 122.32
Close 132.17 137.46 5.29 4.0% 138.40
Range 6.55 6.63 0.08 1.2% 16.29
ATR 4.49 4.65 0.16 3.5% 0.00
Volume 23,881 30,126 6,245 26.2% 108,172
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.09 153.40 141.11
R3 149.46 146.77 139.28
R2 142.83 142.83 138.68
R1 140.14 140.14 138.07 141.49
PP 136.20 136.20 136.20 136.87
S1 133.51 133.51 136.85 134.86
S2 129.57 129.57 136.24
S3 122.94 126.88 135.64
S4 116.31 120.25 133.81
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 181.98 176.48 147.36
R3 165.69 160.19 142.88
R2 149.40 149.40 141.39
R1 143.90 143.90 139.89 146.65
PP 133.11 133.11 133.11 134.49
S1 127.61 127.61 136.91 130.36
S2 116.82 116.82 135.41
S3 100.53 111.32 133.92
S4 84.24 95.03 129.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.88 122.32 16.56 12.0% 6.97 5.1% 91% True False 29,696
10 138.88 122.32 16.56 12.0% 5.46 4.0% 91% True False 26,280
20 138.88 120.30 18.58 13.5% 4.64 3.4% 92% True False 22,109
40 138.88 108.00 30.88 22.5% 3.75 2.7% 95% True False 14,413
60 138.88 96.67 42.21 30.7% 3.26 2.4% 97% True False 11,191
80 138.88 95.61 43.27 31.5% 2.84 2.1% 97% True False 8,998
100 138.88 84.60 54.28 39.5% 2.51 1.8% 97% True False 7,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.06
2.618 156.24
1.618 149.61
1.000 145.51
0.618 142.98
HIGH 138.88
0.618 136.35
0.500 135.57
0.382 134.78
LOW 132.25
0.618 128.15
1.000 125.62
1.618 121.52
2.618 114.89
4.250 104.07
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 136.83 136.74
PP 136.20 136.01
S1 135.57 135.29

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

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