NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 137.42 140.00 2.58 1.9% 135.98
High 137.42 140.81 3.39 2.5% 139.20
Low 133.51 138.43 4.92 3.7% 133.32
Close 135.62 140.59 4.97 3.7% 135.53
Range 3.91 2.38 -1.53 -39.1% 5.88
ATR 3.26 3.40 0.14 4.2% 0.00
Volume 2,463 2,849 386 15.7% 12,095
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 147.08 146.22 141.90
R3 144.70 143.84 141.24
R2 142.32 142.32 141.03
R1 141.46 141.46 140.81 141.89
PP 139.94 139.94 139.94 140.16
S1 139.08 139.08 140.37 139.51
S2 137.56 137.56 140.15
S3 135.18 136.70 139.94
S4 132.80 134.32 139.28
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
5 140.81 133.51 7.30 5.2% 1.96 1.4% 97% True False 2,231
10 140.81 133.32 7.49 5.3% 2.34 1.7% 97% True False 2,349
20 140.81 122.90 17.91 12.7% 3.00 2.1% 99% True False 2,393
40 140.81 108.57 32.24 22.9% 2.37 1.7% 99% True False 2,178
60 140.81 99.24 41.57 29.6% 1.98 1.4% 99% True False 1,635
80 140.81 96.69 44.12 31.4% 1.68 1.2% 100% True False 1,377
100 140.81 86.00 54.81 39.0% 1.42 1.0% 100% True False 1,270
120 140.81 84.44 56.37 40.1% 1.19 0.8% 100% True False 1,129
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.93
2.618 147.04
1.618 144.66
1.000 143.19
0.618 142.28
HIGH 140.81
0.618 139.90
0.500 139.62
0.382 139.34
LOW 138.43
0.618 136.96
1.000 136.05
1.618 134.58
2.618 132.20
4.250 128.32
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 140.27 139.45
PP 139.94 138.30
S1 139.62 137.16

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

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