NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 137.49 137.56 0.07 0.1% 135.24
High 139.00 138.20 -0.80 -0.6% 140.11
Low 136.98 133.09 -3.89 -2.8% 132.87
Close 137.78 135.52 -2.26 -1.6% 135.71
Range 2.02 5.11 3.09 153.0% 7.24
ATR 4.00 4.07 0.08 2.0% 0.00
Volume 8,307 11,053 2,746 33.1% 71,521
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.93 148.34 138.33
R3 145.82 143.23 136.93
R2 140.71 140.71 136.46
R1 138.12 138.12 135.99 136.86
PP 135.60 135.60 135.60 134.98
S1 133.01 133.01 135.05 131.75
S2 130.49 130.49 134.58
S3 125.38 127.90 134.11
S4 120.27 122.79 132.71
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
5 139.00 132.87 6.13 4.5% 4.00 2.9% 43% False False 12,858
10 140.11 132.87 7.24 5.3% 3.92 2.9% 37% False False 13,313
20 140.11 122.40 17.71 13.1% 4.47 3.3% 74% False False 14,361
40 140.11 107.60 32.51 24.0% 3.77 2.8% 86% False False 10,878
60 140.11 98.15 41.96 31.0% 2.90 2.1% 89% False False 8,058
80 140.11 96.27 43.84 32.3% 2.59 1.9% 90% False False 6,626
100 140.11 86.22 53.89 39.8% 2.28 1.7% 91% False False 5,459
120 140.11 85.48 54.63 40.3% 2.01 1.5% 92% False False 4,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159.92
2.618 151.58
1.618 146.47
1.000 143.31
0.618 141.36
HIGH 138.20
0.618 136.25
0.500 135.65
0.382 135.04
LOW 133.09
0.618 129.93
1.000 127.98
1.618 124.82
2.618 119.71
4.250 111.37
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 135.65 136.05
PP 135.60 135.87
S1 135.56 135.70

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

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