NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 136.08 132.55 -3.53 -2.6% 126.45
High 136.08 132.55 -3.53 -2.6% 136.08
Low 130.10 130.47 0.37 0.3% 125.65
Close 130.49 131.17 0.68 0.5% 131.17
Range 5.98 2.08 -3.90 -65.2% 10.43
ATR 2.61 2.57 -0.04 -1.4% 0.00
Volume 3,514 5,579 2,065 58.8% 15,961
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 137.64 136.48 132.31
R3 135.56 134.40 131.74
R2 133.48 133.48 131.55
R1 132.32 132.32 131.36 131.86
PP 131.40 131.40 131.40 131.17
S1 130.24 130.24 130.98 129.78
S2 129.32 129.32 130.79
S3 127.24 128.16 130.60
S4 125.16 126.08 130.03
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 162.26 157.14 136.91
R3 151.83 146.71 134.04
R2 141.40 141.40 133.08
R1 136.28 136.28 132.13 138.84
PP 130.97 130.97 130.97 132.25
S1 125.85 125.85 130.21 128.41
S2 120.54 120.54 129.26
S3 110.11 115.42 128.30
S4 99.68 104.99 125.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.08 125.65 10.43 8.0% 3.43 2.6% 53% False False 3,192
10 136.08 121.97 14.11 10.8% 2.43 1.9% 65% False False 2,474
20 136.08 108.57 27.51 21.0% 1.74 1.3% 82% False False 1,626
40 136.08 97.38 38.70 29.5% 1.62 1.2% 87% False False 1,069
60 136.08 96.69 39.39 30.0% 1.22 0.9% 88% False False 923
80 136.08 86.00 50.08 38.2% 1.00 0.8% 90% False False 897
100 136.08 84.44 51.64 39.4% 0.82 0.6% 90% False False 799
120 136.08 83.94 52.14 39.7% 0.81 0.6% 91% False False 765
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.39
2.618 138.00
1.618 135.92
1.000 134.63
0.618 133.84
HIGH 132.55
0.618 131.76
0.500 131.51
0.382 131.26
LOW 130.47
0.618 129.18
1.000 128.39
1.618 127.10
2.618 125.02
4.250 121.63
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 131.51 133.09
PP 131.40 132.45
S1 131.28 131.81

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

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