NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 137.50 133.36 -4.14 -3.0% 135.99
High 138.61 137.88 -0.73 -0.5% 140.71
Low 133.05 132.90 -0.15 -0.1% 132.90
Close 133.50 135.66 2.16 1.6% 135.66
Range 5.56 4.98 -0.58 -10.4% 7.81
ATR 4.65 4.67 0.02 0.5% 0.00
Volume 43,198 36,962 -6,236 -14.4% 175,393
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.42 148.02 138.40
R3 145.44 143.04 137.03
R2 140.46 140.46 136.57
R1 138.06 138.06 136.12 139.26
PP 135.48 135.48 135.48 136.08
S1 133.08 133.08 135.20 134.28
S2 130.50 130.50 134.75
S3 125.52 128.10 134.29
S4 120.54 123.12 132.92
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 159.85 155.57 139.96
R3 152.04 147.76 137.81
R2 144.23 144.23 137.09
R1 139.95 139.95 136.38 138.19
PP 136.42 136.42 136.42 135.54
S1 132.14 132.14 134.94 130.38
S2 128.61 128.61 134.23
S3 120.80 124.33 133.51
S4 112.99 116.52 131.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.71 132.90 7.81 5.8% 4.72 3.5% 35% False True 35,078
10 140.71 131.72 8.99 6.6% 5.00 3.7% 44% False False 43,508
20 140.71 122.37 18.34 13.5% 4.93 3.6% 72% False False 44,000
40 140.71 107.00 33.71 24.8% 4.30 3.2% 85% False False 37,840
60 140.71 96.62 44.09 32.5% 3.75 2.8% 89% False False 31,741
80 140.71 95.83 44.88 33.1% 3.57 2.6% 89% False False 30,670
100 140.71 85.60 55.11 40.6% 3.28 2.4% 91% False False 28,051
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.05
2.618 150.92
1.618 145.94
1.000 142.86
0.618 140.96
HIGH 137.88
0.618 135.98
0.500 135.39
0.382 134.80
LOW 132.90
0.618 129.82
1.000 127.92
1.618 124.84
2.618 119.86
4.250 111.74
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 135.57 135.76
PP 135.48 135.72
S1 135.39 135.69

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

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