NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 137.30 133.20 -4.10 -3.0% 135.21
High 138.75 137.79 -0.96 -0.7% 140.13
Low 132.92 132.54 -0.38 -0.3% 132.54
Close 133.27 135.72 2.45 1.8% 135.72
Range 5.83 5.25 -0.58 -9.9% 7.59
ATR 4.65 4.69 0.04 0.9% 0.00
Volume 26,232 27,219 987 3.8% 128,943
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.10 148.66 138.61
R3 145.85 143.41 137.16
R2 140.60 140.60 136.68
R1 138.16 138.16 136.20 139.38
PP 135.35 135.35 135.35 135.96
S1 132.91 132.91 135.24 134.13
S2 130.10 130.10 134.76
S3 124.85 127.66 134.28
S4 119.60 122.41 132.83
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 158.90 154.90 139.89
R3 151.31 147.31 137.81
R2 143.72 143.72 137.11
R1 139.72 139.72 136.42 141.72
PP 136.13 136.13 136.13 137.13
S1 132.13 132.13 135.02 134.13
S2 128.54 128.54 134.33
S3 120.95 124.54 133.63
S4 113.36 116.95 131.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.13 132.54 7.59 5.6% 4.87 3.6% 42% False True 25,788
10 140.13 131.70 8.43 6.2% 5.11 3.8% 48% False False 29,694
20 140.13 122.32 17.81 13.1% 5.00 3.7% 75% False False 26,995
40 140.13 108.00 32.13 23.7% 4.20 3.1% 86% False False 18,482
60 140.13 97.48 42.65 31.4% 3.54 2.6% 90% False False 13,866
80 140.13 96.67 43.46 32.0% 3.17 2.3% 90% False False 11,269
100 140.13 86.34 53.79 39.6% 2.79 2.1% 92% False False 9,206
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.10
2.618 151.53
1.618 146.28
1.000 143.04
0.618 141.03
HIGH 137.79
0.618 135.78
0.500 135.17
0.382 134.55
LOW 132.54
0.618 129.30
1.000 127.29
1.618 124.05
2.618 118.80
4.250 110.23
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 135.54 135.70
PP 135.35 135.67
S1 135.17 135.65

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

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