NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 137.50 137.61 0.11 0.1% 135.98
High 137.50 138.30 0.80 0.6% 139.20
Low 136.60 137.44 0.84 0.6% 133.32
Close 137.10 137.70 0.60 0.4% 135.53
Range 0.90 0.86 -0.04 -4.4% 5.88
ATR 3.34 3.19 -0.15 -4.6% 0.00
Volume 2,138 930 -1,208 -56.5% 12,095
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 140.39 139.91 138.17
R3 139.53 139.05 137.94
R2 138.67 138.67 137.86
R1 138.19 138.19 137.78 138.43
PP 137.81 137.81 137.81 137.94
S1 137.33 137.33 137.62 137.57
S2 136.95 136.95 137.54
S3 136.09 136.47 137.46
S4 135.23 135.61 137.23
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 153.66 150.47 138.76
R3 147.78 144.59 137.15
R2 141.90 141.90 136.61
R1 138.71 138.71 136.07 137.37
PP 136.02 136.02 136.02 135.34
S1 132.83 132.83 134.99 131.49
S2 130.14 130.14 134.45
S3 124.26 126.95 133.91
S4 118.38 121.07 132.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.30 133.32 4.98 3.6% 2.20 1.6% 88% True False 2,179
10 139.20 131.83 7.37 5.4% 2.82 2.1% 80% False False 2,412
20 139.20 122.90 16.30 11.8% 2.75 2.0% 91% False False 2,375
40 139.20 108.57 30.63 22.2% 2.26 1.6% 95% False False 2,059
60 139.20 97.38 41.82 30.4% 1.96 1.4% 96% False False 1,552
80 139.20 96.69 42.51 30.9% 1.62 1.2% 96% False False 1,320
100 139.20 86.00 53.20 38.6% 1.36 1.0% 97% False False 1,219
120 139.20 84.44 54.76 39.8% 1.14 0.8% 97% False False 1,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 141.96
2.618 140.55
1.618 139.69
1.000 139.16
0.618 138.83
HIGH 138.30
0.618 137.97
0.500 137.87
0.382 137.77
LOW 137.44
0.618 136.91
1.000 136.58
1.618 136.05
2.618 135.19
4.250 133.79
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 137.87 137.40
PP 137.81 137.10
S1 137.76 136.81

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

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