NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 137.70 135.24 -2.46 -1.8% 137.32
High 137.86 140.11 2.25 1.6% 139.14
Low 134.65 134.92 0.27 0.2% 132.06
Close 136.04 136.44 0.40 0.3% 136.04
Range 3.21 5.19 1.98 61.7% 7.08
ATR 4.21 4.28 0.07 1.7% 0.00
Volume 13,696 13,565 -131 -1.0% 98,139
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 152.73 149.77 139.29
R3 147.54 144.58 137.87
R2 142.35 142.35 137.39
R1 139.39 139.39 136.92 140.87
PP 137.16 137.16 137.16 137.90
S1 134.20 134.20 135.96 135.68
S2 131.97 131.97 135.49
S3 126.78 129.01 135.01
S4 121.59 123.82 133.59
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.99 153.59 139.93
R3 149.91 146.51 137.99
R2 142.83 142.83 137.34
R1 139.43 139.43 136.69 137.59
PP 135.75 135.75 135.75 134.83
S1 132.35 132.35 135.39 130.51
S2 128.67 128.67 134.74
S3 121.59 125.27 134.09
S4 114.51 118.19 132.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.11 132.06 8.05 5.9% 5.10 3.7% 54% True False 15,331
10 140.11 122.40 17.71 13.0% 5.13 3.8% 79% True False 15,940
20 140.11 122.40 17.71 13.0% 4.54 3.3% 79% True False 13,964
40 140.11 107.60 32.51 23.8% 3.38 2.5% 89% True False 9,081
60 140.11 98.10 42.01 30.8% 2.68 2.0% 91% True False 6,790
80 140.11 95.37 44.74 32.8% 2.34 1.7% 92% True False 5,557
100 140.11 86.22 53.89 39.5% 2.07 1.5% 93% True False 4,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.17
2.618 153.70
1.618 148.51
1.000 145.30
0.618 143.32
HIGH 140.11
0.618 138.13
0.500 137.52
0.382 136.90
LOW 134.92
0.618 131.71
1.000 129.73
1.618 126.52
2.618 121.33
4.250 112.86
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 137.52 136.84
PP 137.16 136.70
S1 136.80 136.57

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

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