NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 143.75 144.26 0.51 0.4% 137.50
High 143.75 144.26 0.51 0.4% 142.63
Low 141.55 141.84 0.29 0.2% 133.51
Close 141.56 142.59 1.03 0.7% 141.33
Range 2.20 2.42 0.22 10.0% 9.12
ATR 3.28 3.24 -0.04 -1.3% 0.00
Volume 2,650 2,562 -88 -3.3% 10,667
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 150.16 148.79 143.92
R3 147.74 146.37 143.26
R2 145.32 145.32 143.03
R1 143.95 143.95 142.81 143.43
PP 142.90 142.90 142.90 142.63
S1 141.53 141.53 142.37 141.01
S2 140.48 140.48 142.15
S3 138.06 139.11 141.92
S4 135.64 136.69 141.26
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 166.52 163.04 146.35
R3 157.40 153.92 143.84
R2 148.28 148.28 143.00
R1 144.80 144.80 142.17 146.54
PP 139.16 139.16 139.16 140.03
S1 135.68 135.68 140.49 137.42
S2 130.04 130.04 139.66
S3 120.92 126.56 138.82
S4 111.80 117.44 136.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.26 133.51 10.75 7.5% 2.71 1.9% 84% True False 2,562
10 144.26 133.32 10.94 7.7% 2.46 1.7% 85% True False 2,370
20 144.26 122.90 21.36 15.0% 2.93 2.1% 92% True False 2,426
40 144.26 116.25 28.01 19.6% 2.52 1.8% 94% True False 2,328
60 144.26 101.30 42.96 30.1% 2.04 1.4% 96% True False 1,725
80 144.26 96.69 47.57 33.4% 1.77 1.2% 96% True False 1,455
100 144.26 89.10 55.16 38.7% 1.48 1.0% 97% True False 1,307
120 144.26 84.44 59.82 42.0% 1.25 0.9% 97% True False 1,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.55
2.618 150.60
1.618 148.18
1.000 146.68
0.618 145.76
HIGH 144.26
0.618 143.34
0.500 143.05
0.382 142.76
LOW 141.84
0.618 140.34
1.000 139.42
1.618 137.92
2.618 135.50
4.250 131.56
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 143.05 142.44
PP 142.90 142.28
S1 142.74 142.13

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

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