NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 132.35 137.72 5.37 4.1% 127.11
High 139.14 138.19 -0.95 -0.7% 138.28
Low 132.35 133.56 1.21 0.9% 122.40
Close 137.51 137.96 0.45 0.3% 138.15
Range 6.79 4.63 -2.16 -31.8% 15.88
ATR 4.25 4.28 0.03 0.6% 0.00
Volume 19,743 14,568 -5,175 -26.2% 56,302
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.46 148.84 140.51
R3 145.83 144.21 139.23
R2 141.20 141.20 138.81
R1 139.58 139.58 138.38 140.39
PP 136.57 136.57 136.57 136.98
S1 134.95 134.95 137.54 135.76
S2 131.94 131.94 137.11
S3 127.31 130.32 136.69
S4 122.68 125.69 135.41
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
5 139.14 128.26 10.88 7.9% 6.19 4.5% 89% False False 19,770
10 139.14 122.40 16.74 12.1% 4.89 3.5% 93% False False 15,363
20 139.14 121.15 17.99 13.0% 4.48 3.2% 93% False False 13,150
40 139.14 107.60 31.54 22.9% 3.24 2.4% 96% False False 8,499
60 139.14 96.27 42.87 31.1% 2.64 1.9% 97% False False 6,411
80 139.14 95.37 43.77 31.7% 2.26 1.6% 97% False False 5,227
100 139.14 85.48 53.66 38.9% 1.99 1.4% 98% False False 4,321
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157.87
2.618 150.31
1.618 145.68
1.000 142.82
0.618 141.05
HIGH 138.19
0.618 136.42
0.500 135.88
0.382 135.33
LOW 133.56
0.618 130.70
1.000 128.93
1.618 126.07
2.618 121.44
4.250 113.88
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 137.27 137.17
PP 136.57 136.39
S1 135.88 135.60

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

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