NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 135.36 139.49 4.13 3.1% 135.15
High 140.99 143.80 2.81 2.0% 143.80
Low 134.68 139.33 4.65 3.5% 132.85
Close 140.41 141.06 0.65 0.5% 141.06
Range 6.31 4.47 -1.84 -29.2% 10.95
ATR 4.67 4.66 -0.01 -0.3% 0.00
Volume 29,470 26,805 -2,665 -9.0% 117,201
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 154.81 152.40 143.52
R3 150.34 147.93 142.29
R2 145.87 145.87 141.88
R1 143.46 143.46 141.47 144.67
PP 141.40 141.40 141.40 142.00
S1 138.99 138.99 140.65 140.20
S2 136.93 136.93 140.24
S3 132.46 134.52 139.83
S4 127.99 130.05 138.60
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 172.09 167.52 147.08
R3 161.14 156.57 144.07
R2 150.19 150.19 143.07
R1 145.62 145.62 142.06 147.91
PP 139.24 139.24 139.24 140.38
S1 134.67 134.67 140.06 136.96
S2 128.29 128.29 139.05
S3 117.34 123.72 138.05
S4 106.39 112.77 135.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.80 132.85 10.95 7.8% 4.51 3.2% 75% True False 23,440
10 143.80 132.54 11.26 8.0% 4.69 3.3% 76% True False 24,614
20 143.80 122.32 21.48 15.2% 5.06 3.6% 87% True False 26,116
40 143.80 109.31 34.49 24.5% 4.37 3.1% 92% True False 20,467
60 143.80 101.91 41.89 29.7% 3.67 2.6% 93% True False 15,419
80 143.80 96.67 47.13 33.4% 3.33 2.4% 94% True False 12,586
100 143.80 86.44 57.36 40.7% 2.94 2.1% 95% True False 10,358
120 143.80 84.60 59.20 42.0% 2.58 1.8% 95% True False 8,767
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 0.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.80
2.618 155.50
1.618 151.03
1.000 148.27
0.618 146.56
HIGH 143.80
0.618 142.09
0.500 141.57
0.382 141.04
LOW 139.33
0.618 136.57
1.000 134.86
1.618 132.10
2.618 127.63
4.250 120.33
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 141.57 140.15
PP 141.40 139.24
S1 141.23 138.33

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

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