NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 132.23 137.70 5.47 4.1% 126.35
High 139.04 138.32 -0.72 -0.5% 138.28
Low 132.00 133.30 1.30 1.0% 122.37
Close 137.43 137.91 0.48 0.3% 137.88
Range 7.04 5.02 -2.02 -28.7% 15.91
ATR 4.73 4.75 0.02 0.4% 0.00
Volume 45,503 41,901 -3,602 -7.9% 174,157
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.57 149.76 140.67
R3 146.55 144.74 139.29
R2 141.53 141.53 138.83
R1 139.72 139.72 138.37 140.63
PP 136.51 136.51 136.51 136.96
S1 134.70 134.70 137.45 135.61
S2 131.49 131.49 136.99
S3 126.47 129.68 136.53
S4 121.45 124.66 135.15
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
5 139.04 128.00 11.04 8.0% 6.70 4.9% 90% False False 52,262
10 139.04 122.37 16.67 12.1% 5.37 3.9% 93% False False 43,335
20 139.04 120.05 18.99 13.8% 4.97 3.6% 94% False False 45,090
40 139.04 107.00 32.04 23.2% 4.00 2.9% 96% False False 35,386
60 139.04 95.83 43.21 31.3% 3.59 2.6% 97% False False 30,446
80 139.04 94.78 44.26 32.1% 3.40 2.5% 97% False False 29,247
100 139.04 84.50 54.54 39.5% 3.12 2.3% 98% False False 26,974
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.66
2.618 151.46
1.618 146.44
1.000 143.34
0.618 141.42
HIGH 138.32
0.618 136.40
0.500 135.81
0.382 135.22
LOW 133.30
0.618 130.20
1.000 128.28
1.618 125.18
2.618 120.16
4.250 111.97
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 137.21 137.07
PP 136.51 136.22
S1 135.81 135.38

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

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