NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 127.36 124.56 -2.80 -2.2% 131.92
High 128.41 125.26 -3.15 -2.5% 132.66
Low 124.45 122.48 -1.97 -1.6% 124.50
Close 124.90 122.95 -1.95 -1.6% 126.91
Range 3.96 2.78 -1.18 -29.8% 8.16
ATR 3.85 3.78 -0.08 -2.0% 0.00
Volume 31,035 34,609 3,574 11.5% 183,100
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 131.90 130.21 124.48
R3 129.12 127.43 123.71
R2 126.34 126.34 123.46
R1 124.65 124.65 123.20 124.11
PP 123.56 123.56 123.56 123.29
S1 121.87 121.87 122.70 121.33
S2 120.78 120.78 122.44
S3 118.00 119.09 122.19
S4 115.22 116.31 121.42
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 152.50 147.87 131.40
R3 144.34 139.71 129.15
R2 136.18 136.18 128.41
R1 131.55 131.55 127.66 129.79
PP 128.02 128.02 128.02 127.14
S1 123.39 123.39 126.16 121.63
S2 119.86 119.86 125.41
S3 111.70 115.23 124.67
S4 103.54 107.07 122.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.04 122.48 9.56 7.8% 4.04 3.3% 5% False True 36,827
10 136.25 122.48 13.77 11.2% 4.48 3.6% 3% False True 47,277
20 136.25 117.64 18.61 15.1% 3.83 3.1% 29% False False 40,688
40 136.25 103.76 32.49 26.4% 3.36 2.7% 59% False False 30,629
60 136.25 95.83 40.42 32.9% 3.27 2.7% 67% False False 28,380
80 136.25 90.39 45.86 37.3% 3.03 2.5% 71% False False 26,815
100 136.25 83.90 52.35 42.6% 2.86 2.3% 75% False False 24,839
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 1.07
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 137.08
2.618 132.54
1.618 129.76
1.000 128.04
0.618 126.98
HIGH 125.26
0.618 124.20
0.500 123.87
0.382 123.54
LOW 122.48
0.618 120.76
1.000 119.70
1.618 117.98
2.618 115.20
4.250 110.67
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 123.87 125.80
PP 123.56 124.85
S1 123.26 123.90

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

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