NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 143.10 145.36 2.26 1.6% 135.09
High 145.55 147.09 1.54 1.1% 144.05
Low 141.61 144.59 2.98 2.1% 133.10
Close 144.97 146.50 1.53 1.1% 141.32
Range 3.94 2.50 -1.44 -36.5% 10.95
ATR 4.43 4.29 -0.14 -3.1% 0.00
Volume 38,253 33,109 -5,144 -13.4% 147,330
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.56 152.53 147.88
R3 151.06 150.03 147.19
R2 148.56 148.56 146.96
R1 147.53 147.53 146.73 148.05
PP 146.06 146.06 146.06 146.32
S1 145.03 145.03 146.27 145.55
S2 143.56 143.56 146.04
S3 141.06 142.53 145.81
S4 138.56 140.03 145.13
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
5 147.09 139.96 7.13 4.9% 3.53 2.4% 92% True False 34,911
10 147.09 132.90 14.19 9.7% 4.04 2.8% 96% True False 32,429
20 147.09 128.00 19.09 13.0% 4.79 3.3% 97% True False 38,435
40 147.09 119.59 27.50 18.8% 4.37 3.0% 98% True False 39,597
60 147.09 104.47 42.62 29.1% 3.88 2.7% 99% True False 33,442
80 147.09 95.83 51.26 35.0% 3.70 2.5% 99% True False 30,874
100 147.09 90.69 56.40 38.5% 3.43 2.3% 99% True False 29,277
120 147.09 83.90 63.19 43.1% 3.21 2.2% 99% True False 27,285
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 0.70
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 157.72
2.618 153.64
1.618 151.14
1.000 149.59
0.618 148.64
HIGH 147.09
0.618 146.14
0.500 145.84
0.382 145.55
LOW 144.59
0.618 143.05
1.000 142.09
1.618 140.55
2.618 138.05
4.250 133.97
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 146.28 145.78
PP 146.06 145.06
S1 145.84 144.34

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

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