NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 132.08 128.30 -3.78 -2.9% 126.94
High 132.92 130.36 -2.56 -1.9% 136.06
Low 128.38 126.03 -2.35 -1.8% 125.60
Close 128.76 130.17 1.41 1.1% 131.55
Range 4.54 4.33 -0.21 -4.6% 10.46
ATR 2.97 3.07 0.10 3.3% 0.00
Volume 14,771 8,851 -5,920 -40.1% 59,752
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 141.84 140.34 132.55
R3 137.51 136.01 131.36
R2 133.18 133.18 130.96
R1 131.68 131.68 130.57 132.43
PP 128.85 128.85 128.85 129.23
S1 127.35 127.35 129.77 128.10
S2 124.52 124.52 129.38
S3 120.19 123.02 128.98
S4 115.86 118.69 127.79
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 162.45 157.46 137.30
R3 151.99 147.00 134.43
R2 141.53 141.53 133.47
R1 136.54 136.54 132.51 139.04
PP 131.07 131.07 131.07 132.32
S1 126.08 126.08 130.59 128.58
S2 120.61 120.61 129.63
S3 110.15 115.62 128.67
S4 99.69 105.16 125.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.06 126.03 10.03 7.7% 4.59 3.5% 41% False True 14,780
10 136.06 121.15 14.91 11.5% 3.56 2.7% 60% False False 9,965
20 136.06 107.60 28.46 21.9% 3.06 2.4% 79% False False 7,394
40 136.06 98.15 37.91 29.1% 2.11 1.6% 84% False False 4,906
60 136.06 96.27 39.79 30.6% 1.96 1.5% 85% False False 4,048
80 136.06 86.22 49.84 38.3% 1.73 1.3% 88% False False 3,233
100 136.06 85.48 50.58 38.9% 1.52 1.2% 88% False False 2,688
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 True
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.76
2.618 141.70
1.618 137.37
1.000 134.69
0.618 133.04
HIGH 130.36
0.618 128.71
0.500 128.20
0.382 127.68
LOW 126.03
0.618 123.35
1.000 121.70
1.618 119.02
2.618 114.69
4.250 107.63
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 129.51 129.94
PP 128.85 129.71
S1 128.20 129.48

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

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