NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 135.09 137.96 2.87 2.1% 135.99
High 138.50 139.00 0.50 0.4% 140.71
Low 134.69 136.59 1.90 1.4% 132.90
Close 137.23 137.78 0.55 0.4% 135.66
Range 3.81 2.41 -1.40 -36.7% 7.81
ATR 4.61 4.45 -0.16 -3.4% 0.00
Volume 25,074 18,890 -6,184 -24.7% 175,393
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 145.02 143.81 139.11
R3 142.61 141.40 138.44
R2 140.20 140.20 138.22
R1 138.99 138.99 138.00 138.39
PP 137.79 137.79 137.79 137.49
S1 136.58 136.58 137.56 135.98
S2 135.38 135.38 137.34
S3 132.97 134.17 137.12
S4 130.56 131.76 136.45
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
5 139.00 132.90 6.10 4.4% 4.18 3.0% 80% True False 30,910
10 140.71 132.00 8.71 6.3% 4.51 3.3% 66% False False 35,143
20 140.71 122.37 18.34 13.3% 4.85 3.5% 84% False False 39,054
40 140.71 107.00 33.71 24.5% 4.31 3.1% 91% False False 37,755
60 140.71 96.62 44.09 32.0% 3.72 2.7% 93% False False 31,826
80 140.71 95.83 44.88 32.6% 3.59 2.6% 93% False False 30,675
100 140.71 85.60 55.11 40.0% 3.29 2.4% 95% False False 28,138
120 140.71 83.90 56.81 41.2% 3.08 2.2% 95% False False 26,165
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 0.77
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 149.24
2.618 145.31
1.618 142.90
1.000 141.41
0.618 140.49
HIGH 139.00
0.618 138.08
0.500 137.80
0.382 137.51
LOW 136.59
0.618 135.10
1.000 134.18
1.618 132.69
2.618 130.28
4.250 126.35
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 137.80 137.17
PP 137.79 136.56
S1 137.79 135.95

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

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