NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 137.63 135.99 -1.64 -1.2% 136.75
High 137.90 140.71 2.81 2.0% 139.04
Low 134.69 134.70 0.01 0.0% 131.72
Close 136.06 136.60 0.54 0.4% 136.06
Range 3.21 6.01 2.80 87.2% 7.32
ATR 4.64 4.74 0.10 2.1% 0.00
Volume 44,677 31,793 -12,884 -28.8% 259,690
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 155.37 151.99 139.91
R3 149.36 145.98 138.25
R2 143.35 143.35 137.70
R1 139.97 139.97 137.15 141.66
PP 137.34 137.34 137.34 138.18
S1 133.96 133.96 136.05 135.65
S2 131.33 131.33 135.50
S3 125.32 127.95 134.95
S4 119.31 121.94 133.29
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.57 154.13 140.09
R3 150.25 146.81 138.07
R2 142.93 142.93 137.40
R1 139.49 139.49 136.73 137.55
PP 135.61 135.61 135.61 134.64
S1 132.17 132.17 135.39 130.23
S2 128.29 128.29 134.72
S3 120.97 124.85 134.05
S4 113.65 117.53 132.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.71 131.72 8.99 6.6% 5.49 4.0% 54% True False 40,352
10 140.71 122.37 18.34 13.4% 5.55 4.1% 78% True False 43,864
20 140.71 122.37 18.34 13.4% 4.98 3.6% 78% True False 45,861
40 140.71 107.00 33.71 24.7% 4.11 3.0% 88% True False 36,233
60 140.71 96.62 44.09 32.3% 3.61 2.6% 91% True False 30,806
80 140.71 94.90 45.81 33.5% 3.45 2.5% 91% True False 29,745
100 140.71 85.60 55.11 40.3% 3.17 2.3% 93% True False 27,338
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 0.86
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.25
2.618 156.44
1.618 150.43
1.000 146.72
0.618 144.42
HIGH 140.71
0.618 138.41
0.500 137.71
0.382 137.00
LOW 134.70
0.618 130.99
1.000 128.69
1.618 124.98
2.618 118.97
4.250 109.16
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 137.71 137.01
PP 137.34 136.87
S1 136.97 136.74

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

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