NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 137.61 137.42 -0.19 -0.1% 135.98
High 138.30 137.42 -0.88 -0.6% 139.20
Low 137.44 133.51 -3.93 -2.9% 133.32
Close 137.70 135.62 -2.08 -1.5% 135.53
Range 0.86 3.91 3.05 354.7% 5.88
ATR 3.19 3.26 0.07 2.2% 0.00
Volume 930 2,463 1,533 164.8% 12,095
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 147.25 145.34 137.77
R3 143.34 141.43 136.70
R2 139.43 139.43 136.34
R1 137.52 137.52 135.98 136.52
PP 135.52 135.52 135.52 135.02
S1 133.61 133.61 135.26 132.61
S2 131.61 131.61 134.90
S3 127.70 129.70 134.54
S4 123.79 125.79 133.47
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 3.7% 2.20 1.6% 46% False False 2,256
10 139.20 133.32 5.88 4.3% 2.55 1.9% 39% False False 2,326
20 139.20 122.90 16.30 12.0% 2.89 2.1% 78% False False 2,414
40 139.20 108.57 30.63 22.6% 2.35 1.7% 88% False False 2,112
60 139.20 97.38 41.82 30.8% 2.03 1.5% 91% False False 1,590
80 139.20 96.69 42.51 31.3% 1.65 1.2% 92% False False 1,349
100 139.20 86.00 53.20 39.2% 1.40 1.0% 93% False False 1,242
120 139.20 84.44 54.76 40.4% 1.17 0.9% 93% False False 1,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 154.04
2.618 147.66
1.618 143.75
1.000 141.33
0.618 139.84
HIGH 137.42
0.618 135.93
0.500 135.47
0.382 135.00
LOW 133.51
0.618 131.09
1.000 129.60
1.618 127.18
2.618 123.27
4.250 116.89
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 135.57 135.91
PP 135.52 135.81
S1 135.47 135.72

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

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