NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 144.26 143.21 -1.05 -0.7% 137.50
High 144.26 145.58 1.32 0.9% 142.63
Low 141.84 141.85 0.01 0.0% 133.51
Close 142.59 145.12 2.53 1.8% 141.33
Range 2.42 3.73 1.31 54.1% 9.12
ATR 3.24 3.27 0.04 1.1% 0.00
Volume 2,562 3,713 1,151 44.9% 10,667
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.37 153.98 147.17
R3 151.64 150.25 146.15
R2 147.91 147.91 145.80
R1 146.52 146.52 145.46 147.22
PP 144.18 144.18 144.18 144.53
S1 142.79 142.79 144.78 143.49
S2 140.45 140.45 144.44
S3 136.72 139.06 144.09
S4 132.99 135.33 143.07
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
5 145.58 138.43 7.15 4.9% 2.67 1.8% 94% True False 2,812
10 145.58 133.32 12.26 8.4% 2.44 1.7% 96% True False 2,534
20 145.58 123.39 22.19 15.3% 3.03 2.1% 98% True False 2,529
40 145.58 117.90 27.68 19.1% 2.55 1.8% 98% True False 2,411
60 145.58 101.30 44.28 30.5% 2.07 1.4% 99% True False 1,786
80 145.58 96.69 48.89 33.7% 1.81 1.2% 99% True False 1,481
100 145.58 90.95 54.63 37.6% 1.52 1.0% 99% True False 1,322
120 145.58 84.44 61.14 42.1% 1.29 0.9% 99% True False 1,206
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 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 161.43
2.618 155.35
1.618 151.62
1.000 149.31
0.618 147.89
HIGH 145.58
0.618 144.16
0.500 143.72
0.382 143.27
LOW 141.85
0.618 139.54
1.000 138.12
1.618 135.81
2.618 132.08
4.250 126.00
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 144.65 144.60
PP 144.18 144.08
S1 143.72 143.57

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

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