NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 127.36 130.21 2.85 2.2% 122.87
High 130.02 135.50 5.48 4.2% 125.96
Low 127.36 130.21 2.85 2.2% 121.97
Close 129.96 134.35 4.39 3.4% 125.26
Range 2.66 5.29 2.63 98.9% 3.99
ATR 2.10 2.35 0.25 11.7% 0.00
Volume 1,740 3,720 1,980 113.8% 8,781
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 149.22 147.08 137.26
R3 143.93 141.79 135.80
R2 138.64 138.64 135.32
R1 136.50 136.50 134.83 137.57
PP 133.35 133.35 133.35 133.89
S1 131.21 131.21 133.87 132.28
S2 128.06 128.06 133.38
S3 122.77 125.92 132.90
S4 117.48 120.63 131.44
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
5 135.50 121.97 13.53 10.1% 2.58 1.9% 92% True False 1,926
10 135.50 119.92 15.58 11.6% 1.92 1.4% 93% True False 1,866
20 135.50 108.57 26.93 20.0% 1.46 1.1% 96% True False 1,218
40 135.50 97.38 38.12 28.4% 1.43 1.1% 97% True False 867
60 135.50 96.69 38.81 28.9% 1.10 0.8% 97% True False 779
80 135.50 86.00 49.50 36.8% 0.90 0.7% 98% True False 793
100 135.50 84.44 51.06 38.0% 0.74 0.6% 98% True False 714
120 135.50 83.94 51.56 38.4% 0.77 0.6% 98% True False 694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 35 trading days
Fibonacci Retracements and Extensions
4.250 157.98
2.618 149.35
1.618 144.06
1.000 140.79
0.618 138.77
HIGH 135.50
0.618 133.48
0.500 132.86
0.382 132.23
LOW 130.21
0.618 126.94
1.000 124.92
1.618 121.65
2.618 116.36
4.250 107.73
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 133.85 133.09
PP 133.35 131.83
S1 132.86 130.58

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

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