NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 141.76 143.10 1.34 0.9% 135.09
High 144.70 145.55 0.85 0.6% 144.05
Low 141.59 141.61 0.02 0.0% 133.10
Close 142.47 144.97 2.50 1.8% 141.32
Range 3.11 3.94 0.83 26.7% 10.95
ATR 4.46 4.43 -0.04 -0.8% 0.00
Volume 32,829 38,253 5,424 16.5% 147,330
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.86 154.36 147.14
R3 151.92 150.42 146.05
R2 147.98 147.98 145.69
R1 146.48 146.48 145.33 147.23
PP 144.04 144.04 144.04 144.42
S1 142.54 142.54 144.61 143.29
S2 140.10 140.10 144.25
S3 136.16 138.60 143.89
S4 132.22 134.66 142.80
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 172.34 167.78 147.34
R3 161.39 156.83 144.33
R2 150.44 150.44 143.33
R1 145.88 145.88 142.32 148.16
PP 139.49 139.49 139.49 140.63
S1 134.93 134.93 140.32 137.21
S2 128.54 128.54 139.31
S3 117.59 123.98 138.31
S4 106.64 113.03 135.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.55 134.86 10.69 7.4% 4.30 3.0% 95% True False 37,188
10 145.55 132.90 12.65 8.7% 4.35 3.0% 95% True False 33,438
20 145.55 122.37 23.18 16.0% 4.96 3.4% 97% True False 38,541
40 145.55 117.64 27.91 19.3% 4.40 3.0% 98% True False 39,614
60 145.55 103.76 41.79 28.8% 3.90 2.7% 99% True False 33,266
80 145.55 95.83 49.72 34.3% 3.70 2.5% 99% True False 30,920
100 145.55 90.39 55.16 38.0% 3.42 2.4% 99% True False 29,160
120 145.55 83.90 61.65 42.5% 3.21 2.2% 99% True False 27,123
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.30
2.618 155.86
1.618 151.92
1.000 149.49
0.618 147.98
HIGH 145.55
0.618 144.04
0.500 143.58
0.382 143.12
LOW 141.61
0.618 139.18
1.000 137.67
1.618 135.24
2.618 131.30
4.250 124.87
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 144.51 144.37
PP 144.04 143.78
S1 143.58 143.18

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

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