NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 137.66 137.54 -0.12 -0.1% 137.75
High 138.33 138.00 -0.33 -0.2% 138.88
Low 132.93 134.67 1.74 1.3% 131.70
Close 137.88 135.97 -1.91 -1.4% 135.97
Range 5.40 3.33 -2.07 -38.3% 7.18
ATR 4.70 4.60 -0.10 -2.1% 0.00
Volume 26,188 35,502 9,314 35.6% 168,004
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.20 144.42 137.80
R3 142.87 141.09 136.89
R2 139.54 139.54 136.58
R1 137.76 137.76 136.28 136.99
PP 136.21 136.21 136.21 135.83
S1 134.43 134.43 135.66 133.66
S2 132.88 132.88 135.36
S3 129.55 131.10 135.05
S4 126.22 127.77 134.14
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.06 153.69 139.92
R3 149.88 146.51 137.94
R2 142.70 142.70 137.29
R1 139.33 139.33 136.63 137.43
PP 135.52 135.52 135.52 134.56
S1 132.15 132.15 135.31 130.25
S2 128.34 128.34 134.65
S3 121.16 124.97 134.00
S4 113.98 117.79 132.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.88 131.70 7.18 5.3% 5.35 3.9% 59% False False 33,600
10 138.88 122.32 16.56 12.2% 5.42 4.0% 82% False False 27,617
20 138.88 122.32 16.56 12.2% 4.73 3.5% 82% False False 24,438
40 138.88 108.00 30.88 22.7% 3.90 2.9% 91% False False 15,740
60 138.88 96.67 42.21 31.0% 3.29 2.4% 93% False False 12,075
80 138.88 95.61 43.27 31.8% 2.93 2.2% 93% False False 9,714
100 138.88 86.34 52.54 38.6% 2.57 1.9% 94% False False 8,027
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 152.15
2.618 146.72
1.618 143.39
1.000 141.33
0.618 140.06
HIGH 138.00
0.618 136.73
0.500 136.34
0.382 135.94
LOW 134.67
0.618 132.61
1.000 131.34
1.618 129.28
2.618 125.95
4.250 120.52
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 136.34 135.84
PP 136.21 135.70
S1 136.09 135.57

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

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