NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 122.43 128.43 6.00 4.9% 127.11
High 128.34 138.28 9.94 7.7% 138.28
Low 122.40 128.26 5.86 4.8% 122.40
Close 128.21 138.15 9.94 7.8% 138.15
Range 5.94 10.02 4.08 68.7% 15.88
ATR 3.42 3.90 0.47 13.9% 0.00
Volume 10,241 14,411 4,170 40.7% 56,302
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 164.96 161.57 143.66
R3 154.94 151.55 140.91
R2 144.92 144.92 139.99
R1 141.53 141.53 139.07 143.23
PP 134.90 134.90 134.90 135.74
S1 131.51 131.51 137.23 133.21
S2 124.88 124.88 136.31
S3 114.86 121.49 135.39
S4 104.84 111.47 132.64
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 180.58 175.25 146.88
R3 164.70 159.37 142.52
R2 148.82 148.82 141.06
R1 143.49 143.49 139.61 146.16
PP 132.94 132.94 132.94 134.28
S1 127.61 127.61 136.69 130.28
S2 117.06 117.06 135.24
S3 101.18 111.73 133.78
S4 85.30 95.85 129.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.28 122.40 15.88 11.5% 5.07 3.7% 99% True False 11,260
10 138.28 122.40 15.88 11.5% 4.57 3.3% 99% True False 13,003
20 138.28 121.15 17.13 12.4% 3.74 2.7% 99% True False 10,250
40 138.28 105.95 32.33 23.4% 2.79 2.0% 100% True False 6,534
60 138.28 96.27 42.01 30.4% 2.36 1.7% 100% True False 5,159
80 138.28 93.04 45.24 32.7% 2.05 1.5% 100% True False 4,221
100 138.28 85.48 52.80 38.2% 1.82 1.3% 100% True False 3,488
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 1.01
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 180.87
2.618 164.51
1.618 154.49
1.000 148.30
0.618 144.47
HIGH 138.28
0.618 134.45
0.500 133.27
0.382 132.09
LOW 128.26
0.618 122.07
1.000 118.24
1.618 112.05
2.618 102.03
4.250 85.68
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 136.52 135.55
PP 134.90 132.94
S1 133.27 130.34

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

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