NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 128.86 125.49 -3.37 -2.6% 129.50
High 129.08 127.55 -1.53 -1.2% 129.56
Low 128.86 124.85 -4.01 -3.1% 124.85
Close 126.19 126.71 0.52 0.4% 126.71
Range 0.22 2.70 2.48 1,127.3% 4.71
ATR 2.36 2.39 0.02 1.0% 0.00
Volume 3,252 2,394 -858 -26.4% 10,497
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 134.47 133.29 128.20
R3 131.77 130.59 127.45
R2 129.07 129.07 127.21
R1 127.89 127.89 126.96 128.48
PP 126.37 126.37 126.37 126.67
S1 125.19 125.19 126.46 125.78
S2 123.67 123.67 126.22
S3 120.97 122.49 125.97
S4 118.27 119.79 125.23
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 141.17 138.65 129.30
R3 136.46 133.94 128.01
R2 131.75 131.75 127.57
R1 129.23 129.23 127.14 128.14
PP 127.04 127.04 127.04 126.49
S1 124.52 124.52 126.28 123.43
S2 122.33 122.33 125.85
S3 117.62 119.81 125.41
S4 112.91 115.10 124.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.55 124.85 7.70 6.1% 1.42 1.1% 24% False True 3,215
10 136.08 124.85 11.23 8.9% 2.31 1.8% 17% False True 2,755
20 136.08 112.00 24.08 19.0% 1.88 1.5% 61% False False 2,050
40 136.08 100.96 35.12 27.7% 1.49 1.2% 73% False False 1,295
60 136.08 96.69 39.39 31.1% 1.29 1.0% 76% False False 1,064
80 136.08 86.00 50.08 39.5% 1.06 0.8% 81% False False 1,018
100 136.08 84.44 51.64 40.8% 0.86 0.7% 82% False False 899
120 136.08 84.44 51.64 40.8% 0.78 0.6% 82% False False 816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139.03
2.618 134.62
1.618 131.92
1.000 130.25
0.618 129.22
HIGH 127.55
0.618 126.52
0.500 126.20
0.382 125.88
LOW 124.85
0.618 123.18
1.000 122.15
1.618 120.48
2.618 117.78
4.250 113.38
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 126.54 126.97
PP 126.37 126.88
S1 126.20 126.80

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

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