NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 135.98 135.44 -0.54 -0.4% 134.68
High 139.20 136.45 -2.75 -2.0% 138.52
Low 135.83 135.05 -0.78 -0.6% 131.83
Close 136.65 135.77 -0.88 -0.6% 136.00
Range 3.37 1.40 -1.97 -58.5% 6.69
ATR 3.45 3.32 -0.13 -3.8% 0.00
Volume 2,680 1,586 -1,094 -40.8% 16,159
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 139.96 139.26 136.54
R3 138.56 137.86 136.16
R2 137.16 137.16 136.03
R1 136.46 136.46 135.90 136.81
PP 135.76 135.76 135.76 135.93
S1 135.06 135.06 135.64 135.41
S2 134.36 134.36 135.51
S3 132.96 133.66 135.39
S4 131.56 132.26 135.00
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 155.52 152.45 139.68
R3 148.83 145.76 137.84
R2 142.14 142.14 137.23
R1 139.07 139.07 136.61 140.61
PP 135.45 135.45 135.45 136.22
S1 132.38 132.38 135.39 133.92
S2 128.76 128.76 134.77
S3 122.07 125.69 134.16
S4 115.38 119.00 132.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.20 131.83 7.37 5.4% 3.44 2.5% 53% False False 2,645
10 139.20 122.90 16.30 12.0% 3.40 2.5% 79% False False 2,482
20 139.20 122.90 16.30 12.0% 3.05 2.2% 79% False False 2,716
40 139.20 108.57 30.63 22.6% 2.10 1.5% 89% False False 1,849
60 139.20 96.69 42.51 31.3% 1.87 1.4% 92% False False 1,399
80 139.20 96.36 42.84 31.6% 1.49 1.1% 92% False False 1,221
100 139.20 86.00 53.20 39.2% 1.25 0.9% 94% False False 1,125
120 139.20 84.44 54.76 40.3% 1.06 0.8% 94% False False 1,005
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.40
2.618 140.12
1.618 138.72
1.000 137.85
0.618 137.32
HIGH 136.45
0.618 135.92
0.500 135.75
0.382 135.58
LOW 135.05
0.618 134.18
1.000 133.65
1.618 132.78
2.618 131.38
4.250 129.10
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 135.76 137.10
PP 135.76 136.66
S1 135.75 136.21

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

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