NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 143.03 145.47 2.44 1.7% 135.86
High 145.37 146.85 1.48 1.0% 143.88
Low 141.68 144.50 2.82 2.0% 133.09
Close 144.77 146.31 1.54 1.1% 141.24
Range 3.69 2.35 -1.34 -36.3% 10.79
ATR 4.03 3.91 -0.12 -3.0% 0.00
Volume 15,832 14,276 -1,556 -9.8% 61,480
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.94 151.97 147.60
R3 150.59 149.62 146.96
R2 148.24 148.24 146.74
R1 147.27 147.27 146.53 147.76
PP 145.89 145.89 145.89 146.13
S1 144.92 144.92 146.09 145.41
S2 143.54 143.54 145.88
S3 141.19 142.57 145.66
S4 138.84 140.22 145.02
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 171.77 167.30 147.17
R3 160.98 156.51 144.21
R2 150.19 150.19 143.22
R1 145.72 145.72 142.23 147.96
PP 139.40 139.40 139.40 140.52
S1 134.93 134.93 140.25 137.17
S2 128.61 128.61 139.26
S3 117.82 124.14 138.27
S4 107.03 113.35 135.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.85 139.90 6.95 4.8% 3.23 2.2% 92% True False 14,621
10 146.85 132.87 13.98 9.6% 3.70 2.5% 96% True False 13,570
20 146.85 128.26 18.59 12.7% 4.39 3.0% 97% True False 15,166
40 146.85 120.18 26.67 18.2% 3.87 2.6% 98% True False 12,455
60 146.85 105.93 40.92 28.0% 3.16 2.2% 99% True False 9,227
80 146.85 96.27 50.58 34.6% 2.74 1.9% 99% True False 7,505
100 146.85 91.29 55.56 38.0% 2.42 1.7% 99% True False 6,276
120 146.85 85.48 61.37 41.9% 2.17 1.5% 99% True False 5,318
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 0.65
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 156.84
2.618 153.00
1.618 150.65
1.000 149.20
0.618 148.30
HIGH 146.85
0.618 145.95
0.500 145.68
0.382 145.40
LOW 144.50
0.618 143.05
1.000 142.15
1.618 140.70
2.618 138.35
4.250 134.51
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 146.10 145.57
PP 145.89 144.83
S1 145.68 144.09

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

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