NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 129.50 127.40 -2.10 -1.6% 126.45
High 129.56 128.47 -1.09 -0.8% 136.08
Low 128.51 127.40 -1.11 -0.9% 125.65
Close 128.57 129.75 1.18 0.9% 131.17
Range 1.05 1.07 0.02 1.9% 10.43
ATR 2.58 2.48 -0.10 -3.9% 0.00
Volume 3,157 1,694 -1,463 -46.3% 15,961
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 131.75 131.82 130.34
R3 130.68 130.75 130.04
R2 129.61 129.61 129.95
R1 129.68 129.68 129.85 129.65
PP 128.54 128.54 128.54 128.52
S1 128.61 128.61 129.65 128.58
S2 127.47 127.47 129.55
S3 126.40 127.54 129.46
S4 125.33 126.47 129.16
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
5 136.08 127.40 8.68 6.7% 3.09 2.4% 27% False True 3,532
10 136.08 121.97 14.11 10.9% 2.39 1.8% 55% False False 2,610
20 136.08 108.57 27.51 21.2% 1.81 1.4% 77% False False 1,810
40 136.08 97.38 38.70 29.8% 1.60 1.2% 84% False False 1,179
60 136.08 96.69 39.39 30.4% 1.24 1.0% 84% False False 995
80 136.08 86.00 50.08 38.6% 1.02 0.8% 87% False False 950
100 136.08 84.44 51.64 39.8% 0.83 0.6% 88% False False 847
120 136.08 84.44 51.64 39.8% 0.79 0.6% 88% False False 804
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.02
2.618 131.27
1.618 130.20
1.000 129.54
0.618 129.13
HIGH 128.47
0.618 128.06
0.500 127.94
0.382 127.81
LOW 127.40
0.618 126.74
1.000 126.33
1.618 125.67
2.618 124.60
4.250 122.85
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 129.15 129.98
PP 128.54 129.90
S1 127.94 129.83

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

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