NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 137.30 133.12 -4.18 -3.0% 135.24
High 138.58 137.37 -1.21 -0.9% 140.11
Low 133.35 132.87 -0.48 -0.4% 132.87
Close 133.43 135.71 2.28 1.7% 135.71
Range 5.23 4.50 -0.73 -14.0% 7.24
ATR 4.21 4.23 0.02 0.5% 0.00
Volume 14,488 16,457 1,969 13.6% 71,521
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 148.82 146.76 138.19
R3 144.32 142.26 136.95
R2 139.82 139.82 136.54
R1 137.76 137.76 136.12 138.79
PP 135.32 135.32 135.32 135.83
S1 133.26 133.26 135.30 134.29
S2 130.82 130.82 134.89
S3 126.32 128.76 134.47
S4 121.82 124.26 133.24
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.95 154.07 139.69
R3 150.71 146.83 137.70
R2 143.47 143.47 137.04
R1 139.59 139.59 136.37 141.53
PP 136.23 136.23 136.23 137.20
S1 132.35 132.35 135.05 134.29
S2 128.99 128.99 134.38
S3 121.75 125.11 133.72
S4 114.51 117.87 131.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.11 132.87 7.24 5.3% 4.21 3.1% 39% False True 14,304
10 140.11 132.06 8.05 5.9% 4.52 3.3% 45% False False 16,966
20 140.11 122.40 17.71 13.0% 4.55 3.3% 75% False False 14,984
40 140.11 107.60 32.51 24.0% 3.63 2.7% 86% False False 10,289
60 140.11 98.15 41.96 30.9% 2.83 2.1% 90% False False 7,601
80 140.11 96.27 43.84 32.3% 2.49 1.8% 90% False False 6,243
100 140.11 86.22 53.89 39.7% 2.20 1.6% 92% False False 5,142
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156.50
2.618 149.15
1.618 144.65
1.000 141.87
0.618 140.15
HIGH 137.37
0.618 135.65
0.500 135.12
0.382 134.59
LOW 132.87
0.618 130.09
1.000 128.37
1.618 125.59
2.618 121.09
4.250 113.75
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 135.51 135.73
PP 135.32 135.72
S1 135.12 135.72

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

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