NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 137.44 137.48 0.04 0.0% 135.21
High 139.17 138.22 -0.95 -0.7% 140.13
Low 136.59 132.85 -3.74 -2.7% 132.54
Close 137.71 135.33 -2.38 -1.7% 135.72
Range 2.58 5.37 2.79 108.1% 7.59
ATR 4.49 4.55 0.06 1.4% 0.00
Volume 16,548 19,887 3,339 20.2% 128,943
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.58 148.82 138.28
R3 146.21 143.45 136.81
R2 140.84 140.84 136.31
R1 138.08 138.08 135.82 136.78
PP 135.47 135.47 135.47 134.81
S1 132.71 132.71 134.84 131.41
S2 130.10 130.10 134.35
S3 124.73 127.34 133.85
S4 119.36 121.97 132.38
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
5 139.17 132.54 6.63 4.9% 4.57 3.4% 42% False False 22,875
10 140.13 132.54 7.59 5.6% 4.49 3.3% 37% False False 25,155
20 140.13 122.32 17.81 13.2% 4.97 3.7% 73% False False 25,718
40 140.13 108.00 32.13 23.7% 4.30 3.2% 85% False False 19,509
60 140.13 97.64 42.49 31.4% 3.58 2.6% 89% False False 14,727
80 140.13 96.67 43.46 32.1% 3.27 2.4% 89% False False 11,971
100 140.13 86.34 53.79 39.7% 2.86 2.1% 91% False False 9,802
120 140.13 84.60 55.53 41.0% 2.50 1.8% 91% False False 8,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.86
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161.04
2.618 152.28
1.618 146.91
1.000 143.59
0.618 141.54
HIGH 138.22
0.618 136.17
0.500 135.54
0.382 134.90
LOW 132.85
0.618 129.53
1.000 127.48
1.618 124.16
2.618 118.79
4.250 110.03
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 135.54 136.01
PP 135.47 135.78
S1 135.40 135.56

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

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