NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 135.99 136.25 0.26 0.2% 136.75
High 140.71 137.09 -3.62 -2.6% 139.04
Low 134.70 134.18 -0.52 -0.4% 131.72
Close 136.60 135.70 -0.90 -0.7% 136.06
Range 6.01 2.91 -3.10 -51.6% 7.32
ATR 4.74 4.61 -0.13 -2.8% 0.00
Volume 31,793 33,011 1,218 3.8% 259,690
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 144.39 142.95 137.30
R3 141.48 140.04 136.50
R2 138.57 138.57 136.23
R1 137.13 137.13 135.97 136.40
PP 135.66 135.66 135.66 135.29
S1 134.22 134.22 135.43 133.49
S2 132.75 132.75 135.17
S3 129.84 131.31 134.90
S4 126.93 128.40 134.10
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
5 140.71 132.00 8.71 6.4% 4.84 3.6% 42% False False 39,377
10 140.71 122.37 18.34 13.5% 5.44 4.0% 73% False False 44,062
20 140.71 122.37 18.34 13.5% 5.01 3.7% 73% False False 45,789
40 140.71 107.00 33.71 24.8% 4.14 3.1% 85% False False 36,532
60 140.71 96.62 44.09 32.5% 3.63 2.7% 89% False False 30,879
80 140.71 95.55 45.16 33.3% 3.47 2.6% 89% False False 29,879
100 140.71 85.60 55.11 40.6% 3.18 2.3% 91% False False 27,460
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 0.84
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 149.46
2.618 144.71
1.618 141.80
1.000 140.00
0.618 138.89
HIGH 137.09
0.618 135.98
0.500 135.64
0.382 135.29
LOW 134.18
0.618 132.38
1.000 131.27
1.618 129.47
2.618 126.56
4.250 121.81
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 135.68 137.45
PP 135.66 136.86
S1 135.64 136.28

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

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