NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 131.13 134.68 3.55 2.7% 125.26
High 137.90 134.96 -2.94 -2.1% 137.90
Low 130.44 133.43 2.99 2.3% 122.90
Close 137.56 134.19 -3.37 -2.4% 137.56
Range 7.46 1.53 -5.93 -79.5% 15.00
ATR 3.14 3.21 0.07 2.3% 0.00
Volume 1,372 4,523 3,151 229.7% 8,850
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 138.78 138.02 135.03
R3 137.25 136.49 134.61
R2 135.72 135.72 134.47
R1 134.96 134.96 134.33 134.58
PP 134.19 134.19 134.19 134.00
S1 133.43 133.43 134.05 133.05
S2 132.66 132.66 133.91
S3 131.13 131.90 133.77
S4 129.60 130.37 133.35
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 177.79 172.67 145.81
R3 162.79 157.67 141.69
R2 147.79 147.79 140.31
R1 142.67 142.67 138.94 145.23
PP 132.79 132.79 132.79 134.07
S1 127.67 127.67 136.19 130.23
S2 117.79 117.79 134.81
S3 102.79 112.67 133.44
S4 87.79 97.67 129.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.90 122.90 15.00 11.2% 3.68 2.7% 75% False False 2,236
10 137.90 122.90 15.00 11.2% 2.63 2.0% 75% False False 2,387
20 137.90 121.97 15.93 11.9% 2.53 1.9% 77% False False 2,430
40 137.90 106.04 31.86 23.7% 1.75 1.3% 88% False False 1,535
60 137.90 96.69 41.21 30.7% 1.62 1.2% 91% False False 1,200
80 137.90 92.74 45.16 33.7% 1.29 1.0% 92% False False 1,098
100 137.90 84.44 53.46 39.8% 1.07 0.8% 93% False False 1,001
120 137.90 84.44 53.46 39.8% 0.92 0.7% 93% False False 895
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 141.46
2.618 138.97
1.618 137.44
1.000 136.49
0.618 135.91
HIGH 134.96
0.618 134.38
0.500 134.20
0.382 134.01
LOW 133.43
0.618 132.48
1.000 131.90
1.618 130.95
2.618 129.42
4.250 126.93
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 134.20 133.01
PP 134.19 131.83
S1 134.19 130.65

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

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