NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 125.45 126.45 1.00 0.8% 122.87
High 125.96 126.77 0.81 0.6% 125.96
Low 125.00 125.65 0.65 0.5% 121.97
Close 125.26 126.45 1.19 1.0% 125.26
Range 0.96 1.12 0.16 16.7% 3.99
ATR 2.03 1.99 -0.04 -1.8% 0.00
Volume 1,096 1,408 312 28.5% 8,781
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 129.65 129.17 127.07
R3 128.53 128.05 126.76
R2 127.41 127.41 126.66
R1 126.93 126.93 126.55 127.01
PP 126.29 126.29 126.29 126.33
S1 125.81 125.81 126.35 125.89
S2 125.17 125.17 126.24
S3 124.05 124.69 126.14
S4 122.93 123.57 125.83
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 136.37 134.80 127.45
R3 132.38 130.81 126.36
R2 128.39 128.39 125.99
R1 126.82 126.82 125.63 127.61
PP 124.40 124.40 124.40 124.79
S1 122.83 122.83 124.89 123.62
S2 120.41 120.41 124.53
S3 116.42 118.84 124.16
S4 112.43 114.85 123.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.77 121.97 4.80 3.8% 1.45 1.1% 93% True False 1,622
10 126.77 116.25 10.52 8.3% 1.54 1.2% 97% True False 1,510
20 126.77 108.57 18.20 14.4% 1.15 0.9% 98% True False 982
40 126.77 96.69 30.08 23.8% 1.29 1.0% 99% True False 741
60 126.77 96.36 30.41 24.0% 0.97 0.8% 99% True False 723
80 126.77 86.00 40.77 32.2% 0.80 0.6% 99% True False 727
100 126.77 84.44 42.33 33.5% 0.67 0.5% 99% True False 663
120 126.77 83.94 42.83 33.9% 0.72 0.6% 99% True False 677
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.53
2.618 129.70
1.618 128.58
1.000 127.89
0.618 127.46
HIGH 126.77
0.618 126.34
0.500 126.21
0.382 126.08
LOW 125.65
0.618 124.96
1.000 124.53
1.618 123.84
2.618 122.72
4.250 120.89
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 126.37 125.76
PP 126.29 125.06
S1 126.21 124.37

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

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