NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 139.49 141.68 2.19 1.6% 135.15
High 143.80 144.55 0.75 0.5% 143.80
Low 139.33 140.42 1.09 0.8% 132.85
Close 141.06 140.95 -0.11 -0.1% 141.06
Range 4.47 4.13 -0.34 -7.6% 10.95
ATR 4.66 4.62 -0.04 -0.8% 0.00
Volume 26,805 32,458 5,653 21.1% 117,201
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 154.36 151.79 143.22
R3 150.23 147.66 142.09
R2 146.10 146.10 141.71
R1 143.53 143.53 141.33 142.75
PP 141.97 141.97 141.97 141.59
S1 139.40 139.40 140.57 138.62
S2 137.84 137.84 140.19
S3 133.71 135.27 139.81
S4 129.58 131.14 138.68
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
5 144.55 132.85 11.70 8.3% 4.57 3.2% 69% True False 25,033
10 144.55 132.54 12.01 8.5% 4.53 3.2% 70% True False 25,433
20 144.55 122.32 22.23 15.8% 5.08 3.6% 84% True False 26,289
40 144.55 114.00 30.55 21.7% 4.35 3.1% 88% True False 21,080
60 144.55 104.51 40.04 28.4% 3.71 2.6% 91% True False 15,885
80 144.55 96.67 47.88 34.0% 3.36 2.4% 92% True False 12,922
100 144.55 88.10 56.45 40.0% 2.98 2.1% 94% True False 10,679
120 144.55 84.60 59.95 42.5% 2.62 1.9% 94% True False 9,035
Crabel Price Patterns
NR True
NR4 True
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 0.87
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162.10
2.618 155.36
1.618 151.23
1.000 148.68
0.618 147.10
HIGH 144.55
0.618 142.97
0.500 142.49
0.382 142.00
LOW 140.42
0.618 137.87
1.000 136.29
1.618 133.74
2.618 129.61
4.250 122.87
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 142.49 140.51
PP 141.97 140.06
S1 141.46 139.62

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

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