NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 126.56 129.70 3.14 2.5% 124.22
High 129.81 134.90 5.09 3.9% 126.45
Low 126.56 129.46 2.90 2.3% 121.15
Close 129.76 134.16 4.40 3.4% 125.54
Range 3.25 5.44 2.19 67.4% 5.30
ATR 2.41 2.63 0.22 9.0% 0.00
Volume 4,098 12,931 8,833 215.5% 30,928
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 149.16 147.10 137.15
R3 143.72 141.66 135.66
R2 138.28 138.28 135.16
R1 136.22 136.22 134.66 137.25
PP 132.84 132.84 132.84 133.36
S1 130.78 130.78 133.66 131.81
S2 127.40 127.40 133.16
S3 121.96 125.34 132.66
S4 116.52 119.90 131.17
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 140.28 138.21 128.46
R3 134.98 132.91 127.00
R2 129.68 129.68 126.51
R1 127.61 127.61 126.03 128.65
PP 124.38 124.38 124.38 124.90
S1 122.31 122.31 125.05 123.35
S2 119.08 119.08 124.57
S3 113.78 117.01 124.08
S4 108.48 111.71 122.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.90 121.15 13.75 10.2% 3.41 2.5% 95% True False 6,676
10 134.90 120.18 14.72 11.0% 2.55 1.9% 95% True False 6,411
20 134.90 107.60 27.30 20.3% 2.55 1.9% 97% True False 4,966
40 134.90 98.15 36.75 27.4% 1.86 1.4% 98% True False 3,607
60 134.90 96.27 38.63 28.8% 1.72 1.3% 98% True False 3,085
80 134.90 86.22 48.68 36.3% 1.55 1.2% 98% True False 2,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 158.02
2.618 149.14
1.618 143.70
1.000 140.34
0.618 138.26
HIGH 134.90
0.618 132.82
0.500 132.18
0.382 131.54
LOW 129.46
0.618 126.10
1.000 124.02
1.618 120.66
2.618 115.22
4.250 106.34
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 133.50 132.86
PP 132.84 131.55
S1 132.18 130.25

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

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