NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 135.08 132.23 -2.85 -2.1% 126.35
High 137.91 139.04 1.13 0.8% 138.28
Low 131.72 132.00 0.28 0.2% 122.37
Close 132.07 137.43 5.36 4.1% 137.88
Range 6.19 7.04 0.85 13.7% 15.91
ATR 4.55 4.73 0.18 3.9% 0.00
Volume 37,890 45,503 7,613 20.1% 174,157
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.28 154.39 141.30
R3 150.24 147.35 139.37
R2 143.20 143.20 138.72
R1 140.31 140.31 138.08 141.76
PP 136.16 136.16 136.16 136.88
S1 133.27 133.27 136.78 134.72
S2 129.12 129.12 136.14
S3 122.08 126.23 135.49
S4 115.04 119.19 133.56
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 180.57 175.14 146.63
R3 164.66 159.23 142.26
R2 148.75 148.75 140.80
R1 143.32 143.32 139.34 146.04
PP 132.84 132.84 132.84 134.20
S1 127.41 127.41 136.42 130.13
S2 116.93 116.93 134.96
S3 101.02 111.50 133.50
S4 85.11 95.59 129.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.04 122.37 16.67 12.1% 6.90 5.0% 90% True False 50,926
10 139.04 122.37 16.67 12.1% 5.47 4.0% 90% True False 43,876
20 139.04 120.05 18.99 13.8% 4.79 3.5% 92% True False 44,376
40 139.04 107.00 32.04 23.3% 3.94 2.9% 95% True False 34,684
60 139.04 95.83 43.21 31.4% 3.58 2.6% 96% True False 30,250
80 139.04 93.63 45.41 33.0% 3.38 2.5% 96% True False 28,958
100 139.04 83.90 55.14 40.1% 3.10 2.3% 97% True False 26,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168.96
2.618 157.47
1.618 150.43
1.000 146.08
0.618 143.39
HIGH 139.04
0.618 136.35
0.500 135.52
0.382 134.69
LOW 132.00
0.618 127.65
1.000 124.96
1.618 120.61
2.618 113.57
4.250 102.08
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 136.79 136.75
PP 136.16 136.06
S1 135.52 135.38

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

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