NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 135.24 136.12 0.88 0.7% 137.32
High 140.11 136.31 -3.80 -2.7% 139.14
Low 134.92 134.20 -0.72 -0.5% 132.06
Close 136.44 135.54 -0.90 -0.7% 136.04
Range 5.19 2.11 -3.08 -59.3% 7.08
ATR 4.28 4.13 -0.15 -3.4% 0.00
Volume 13,565 14,013 448 3.3% 98,139
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 141.68 140.72 136.70
R3 139.57 138.61 136.12
R2 137.46 137.46 135.93
R1 136.50 136.50 135.73 135.93
PP 135.35 135.35 135.35 135.06
S1 134.39 134.39 135.35 133.82
S2 133.24 133.24 135.15
S3 131.13 132.28 134.96
S4 129.02 130.17 134.38
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
5 140.11 132.35 7.76 5.7% 4.39 3.2% 41% False False 15,117
10 140.11 122.40 17.71 13.1% 5.03 3.7% 74% False False 16,487
20 140.11 122.40 17.71 13.1% 4.58 3.4% 74% False False 14,396
40 140.11 107.60 32.51 24.0% 3.42 2.5% 86% False False 9,385
60 140.11 98.15 41.96 31.0% 2.71 2.0% 89% False False 6,969
80 140.11 96.14 43.97 32.4% 2.34 1.7% 90% False False 5,718
100 140.11 86.22 53.89 39.8% 2.09 1.5% 92% False False 4,720
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.50
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 145.28
2.618 141.83
1.618 139.72
1.000 138.42
0.618 137.61
HIGH 136.31
0.618 135.50
0.500 135.26
0.382 135.01
LOW 134.20
0.618 132.90
1.000 132.09
1.618 130.79
2.618 128.68
4.250 125.23
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 135.45 137.16
PP 135.35 136.62
S1 135.26 136.08

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

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