NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 142.77 145.15 2.38 1.7% 135.15
High 145.30 146.68 1.38 0.9% 143.80
Low 141.36 144.22 2.86 2.0% 132.85
Close 144.50 146.12 1.62 1.1% 141.06
Range 3.94 2.46 -1.48 -37.6% 10.95
ATR 4.48 4.33 -0.14 -3.2% 0.00
Volume 29,466 26,852 -2,614 -8.9% 117,201
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.05 152.05 147.47
R3 150.59 149.59 146.80
R2 148.13 148.13 146.57
R1 147.13 147.13 146.35 147.63
PP 145.67 145.67 145.67 145.93
S1 144.67 144.67 145.89 145.17
S2 143.21 143.21 145.67
S3 140.75 142.21 145.44
S4 138.29 139.75 144.77
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
5 146.68 139.33 7.35 5.0% 3.61 2.5% 92% True False 27,740
10 146.68 132.54 14.14 9.7% 4.14 2.8% 96% True False 25,631
20 146.68 128.33 18.35 12.6% 4.87 3.3% 97% True False 27,295
40 146.68 120.00 26.68 18.3% 4.33 3.0% 98% True False 22,622
60 146.68 106.12 40.56 27.8% 3.77 2.6% 99% True False 16,926
80 146.68 96.67 50.01 34.2% 3.41 2.3% 99% True False 13,778
100 146.68 91.35 55.33 37.9% 3.01 2.1% 99% True False 11,431
120 146.68 84.60 62.08 42.5% 2.69 1.8% 99% True False 9,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.72
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 157.14
2.618 153.12
1.618 150.66
1.000 149.14
0.618 148.20
HIGH 146.68
0.618 145.74
0.500 145.45
0.382 145.16
LOW 144.22
0.618 142.70
1.000 141.76
1.618 140.24
2.618 137.78
4.250 133.77
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 145.90 145.37
PP 145.67 144.62
S1 145.45 143.87

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

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