NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 134.93 136.90 1.97 1.5% 134.68
High 137.90 136.90 -1.00 -0.7% 138.52
Low 133.99 133.32 -0.67 -0.5% 131.83
Close 137.75 133.47 -4.28 -3.1% 136.00
Range 3.91 3.58 -0.33 -8.4% 6.69
ATR 3.36 3.44 0.08 2.3% 0.00
Volume 2,080 2,971 891 42.8% 16,159
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 145.30 142.97 135.44
R3 141.72 139.39 134.45
R2 138.14 138.14 134.13
R1 135.81 135.81 133.80 135.19
PP 134.56 134.56 134.56 134.25
S1 132.23 132.23 133.14 131.61
S2 130.98 130.98 132.81
S3 127.40 128.65 132.49
S4 123.82 125.07 131.50
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
5 139.20 133.32 5.88 4.4% 2.71 2.0% 3% False True 2,467
10 139.20 130.44 8.76 6.6% 3.52 2.6% 35% False False 2,684
20 139.20 122.90 16.30 12.2% 3.02 2.3% 65% False False 2,695
40 139.20 108.57 30.63 22.9% 2.24 1.7% 81% False False 1,957
60 139.20 97.38 41.82 31.3% 1.96 1.5% 86% False False 1,476
80 139.20 96.69 42.51 31.8% 1.58 1.2% 87% False False 1,258
100 139.20 86.00 53.20 39.9% 1.32 1.0% 89% False False 1,173
120 139.20 84.44 54.76 41.0% 1.12 0.8% 90% False False 1,044
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.12
2.618 146.27
1.618 142.69
1.000 140.48
0.618 139.11
HIGH 136.90
0.618 135.53
0.500 135.11
0.382 134.69
LOW 133.32
0.618 131.11
1.000 129.74
1.618 127.53
2.618 123.95
4.250 118.11
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 135.11 135.61
PP 134.56 134.90
S1 134.02 134.18

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

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