NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 141.11 142.77 1.66 1.2% 135.15
High 144.09 145.30 1.21 0.8% 143.80
Low 141.05 141.36 0.31 0.2% 132.85
Close 141.98 144.50 2.52 1.8% 141.06
Range 3.04 3.94 0.90 29.6% 10.95
ATR 4.52 4.48 -0.04 -0.9% 0.00
Volume 23,122 29,466 6,344 27.4% 117,201
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.54 153.96 146.67
R3 151.60 150.02 145.58
R2 147.66 147.66 145.22
R1 146.08 146.08 144.86 146.87
PP 143.72 143.72 143.72 144.12
S1 142.14 142.14 144.14 142.93
S2 139.78 139.78 143.78
S3 135.84 138.20 143.42
S4 131.90 134.26 142.33
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
5 145.30 134.68 10.62 7.3% 4.38 3.0% 92% True False 28,264
10 145.30 132.54 12.76 8.8% 4.48 3.1% 94% True False 25,569
20 145.30 122.32 22.98 15.9% 5.08 3.5% 97% True False 27,068
40 145.30 118.76 26.54 18.4% 4.35 3.0% 97% True False 22,144
60 145.30 105.17 40.13 27.8% 3.78 2.6% 98% True False 16,623
80 145.30 96.67 48.63 33.7% 3.39 2.3% 98% True False 13,507
100 145.30 91.13 54.17 37.5% 2.99 2.1% 99% True False 11,190
120 145.30 84.60 60.70 42.0% 2.67 1.9% 99% True False 9,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.05
2.618 155.61
1.618 151.67
1.000 149.24
0.618 147.73
HIGH 145.30
0.618 143.79
0.500 143.33
0.382 142.87
LOW 141.36
0.618 138.93
1.000 137.42
1.618 134.99
2.618 131.05
4.250 124.62
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 144.11 143.95
PP 143.72 143.41
S1 143.33 142.86

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

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