NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 132.35 137.66 5.31 4.0% 127.50
High 138.88 138.33 -0.55 -0.4% 138.61
Low 132.25 132.93 0.68 0.5% 122.32
Close 137.46 137.88 0.42 0.3% 138.40
Range 6.63 5.40 -1.23 -18.6% 16.29
ATR 4.65 4.70 0.05 1.2% 0.00
Volume 30,126 26,188 -3,938 -13.1% 108,172
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 152.58 150.63 140.85
R3 147.18 145.23 139.37
R2 141.78 141.78 138.87
R1 139.83 139.83 138.38 140.81
PP 136.38 136.38 136.38 136.87
S1 134.43 134.43 137.39 135.41
S2 130.98 130.98 136.89
S3 125.58 129.03 136.40
S4 120.18 123.63 134.91
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
5 138.88 128.33 10.55 7.7% 6.74 4.9% 91% False False 30,472
10 138.88 122.32 16.56 12.0% 5.40 3.9% 94% False False 26,264
20 138.88 120.30 18.58 13.5% 4.84 3.5% 95% False False 23,048
40 138.88 108.00 30.88 22.4% 3.84 2.8% 97% False False 14,975
60 138.88 96.67 42.21 30.6% 3.29 2.4% 98% False False 11,542
80 138.88 95.61 43.27 31.4% 2.91 2.1% 98% False False 9,295
100 138.88 84.97 53.91 39.1% 2.55 1.8% 98% False False 7,678
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161.28
2.618 152.47
1.618 147.07
1.000 143.73
0.618 141.67
HIGH 138.33
0.618 136.27
0.500 135.63
0.382 134.99
LOW 132.93
0.618 129.59
1.000 127.53
1.618 124.19
2.618 118.79
4.250 109.98
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 137.13 137.02
PP 136.38 136.15
S1 135.63 135.29

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

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