NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 124.30 123.67 -0.63 -0.5% 129.50
High 124.58 127.99 3.41 2.7% 129.56
Low 122.90 123.39 0.49 0.4% 124.85
Close 122.92 127.99 5.07 4.1% 126.71
Range 1.68 4.60 2.92 173.8% 4.71
ATR 2.43 2.62 0.19 7.8% 0.00
Volume 1,653 1,371 -282 -17.1% 10,497
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 140.26 138.72 130.52
R3 135.66 134.12 129.26
R2 131.06 131.06 128.83
R1 129.52 129.52 128.41 130.29
PP 126.46 126.46 126.46 126.84
S1 124.92 124.92 127.57 125.69
S2 121.86 121.86 127.15
S3 117.26 120.32 126.73
S4 112.66 115.72 125.46
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
5 128.10 122.90 5.20 4.1% 2.99 2.3% 98% False False 1,974
10 136.08 122.90 13.18 10.3% 2.53 2.0% 39% False False 2,706
20 136.08 119.92 16.16 12.6% 2.22 1.7% 50% False False 2,286
40 136.08 104.00 32.08 25.1% 1.58 1.2% 75% False False 1,415
60 136.08 96.69 39.39 30.8% 1.47 1.2% 79% False False 1,146
80 136.08 90.95 45.13 35.3% 1.19 0.9% 82% False False 1,036
100 136.08 84.44 51.64 40.3% 0.98 0.8% 84% False False 947
120 136.08 84.44 51.64 40.3% 0.85 0.7% 84% False False 849
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 0.14
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 147.54
2.618 140.03
1.618 135.43
1.000 132.59
0.618 130.83
HIGH 127.99
0.618 126.23
0.500 125.69
0.382 125.15
LOW 123.39
0.618 120.55
1.000 118.79
1.618 115.95
2.618 111.35
4.250 103.84
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 127.22 127.14
PP 126.46 126.30
S1 125.69 125.45

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

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