NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 15-May-2008
Day Change Summary
Previous Current
14-May-2008 15-May-2008 Change Change % Previous Week
Open 123.04 124.83 1.79 1.5% 115.01
High 123.90 124.83 0.93 0.8% 123.92
Low 123.04 121.97 -1.07 -0.9% 115.01
Close 123.18 122.82 -0.36 -0.3% 124.12
Range 0.86 2.86 2.00 232.6% 8.91
ATR 1.87 1.94 0.07 3.8% 0.00
Volume 2,524 1,669 -855 -33.9% 5,661
Daily Pivots for day following 15-May-2008
Classic Woodie Camarilla DeMark
R4 131.79 130.16 124.39
R3 128.93 127.30 123.61
R2 126.07 126.07 123.34
R1 124.44 124.44 123.08 123.83
PP 123.21 123.21 123.21 122.90
S1 121.58 121.58 122.56 120.97
S2 120.35 120.35 122.30
S3 117.49 118.72 122.03
S4 114.63 115.86 121.25
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 147.75 144.84 129.02
R3 138.84 135.93 126.57
R2 129.93 129.93 125.75
R1 127.02 127.02 124.94 128.48
PP 121.02 121.02 121.02 121.74
S1 118.11 118.11 123.30 119.57
S2 112.11 112.11 122.49
S3 103.20 109.20 121.67
S4 94.29 100.29 119.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.83 121.97 2.86 2.3% 1.43 1.2% 30% True True 1,735
10 124.83 112.00 12.83 10.4% 1.45 1.2% 84% True False 1,345
20 124.83 108.57 16.26 13.2% 1.10 0.9% 88% True False 911
40 124.83 96.69 28.14 22.9% 1.24 1.0% 93% True False 699
60 124.83 95.30 29.53 24.0% 0.94 0.8% 93% True False 705
80 124.83 84.44 40.39 32.9% 0.79 0.6% 95% True False 720
100 124.83 84.44 40.39 32.9% 0.64 0.5% 95% True False 640
120 124.83 83.94 40.89 33.3% 0.71 0.6% 95% True False 661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 136.99
2.618 132.32
1.618 129.46
1.000 127.69
0.618 126.60
HIGH 124.83
0.618 123.74
0.500 123.40
0.382 123.06
LOW 121.97
0.618 120.20
1.000 119.11
1.618 117.34
2.618 114.48
4.250 109.82
Fisher Pivots for day following 15-May-2008
Pivot 1 day 3 day
R1 123.40 123.40
PP 123.21 123.21
S1 123.01 123.01

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

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