NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 128.47 127.48 -0.99 -0.8% 126.40
High 128.47 128.15 -0.32 -0.2% 135.70
Low 128.47 127.33 -1.14 -0.9% 126.30
Close 128.47 129.54 1.07 0.8% 131.00
Range 0.00 0.82 0.82 9.40
ATR 2.11 2.05 -0.07 -3.3% 0.00
Volume 909 736 -173 -19.0% 3,811
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 130.80 130.99 129.99
R3 129.98 130.17 129.77
R2 129.16 129.16 129.69
R1 129.35 129.35 129.62 129.26
PP 128.34 128.34 128.34 128.29
S1 128.53 128.53 129.46 128.44
S2 127.52 127.52 129.39
S3 126.70 127.71 129.31
S4 125.88 126.89 129.09
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 159.20 154.50 136.17
R3 149.80 145.10 133.59
R2 140.40 140.40 132.72
R1 135.70 135.70 131.86 138.05
PP 131.00 131.00 131.00 132.18
S1 126.30 126.30 130.14 128.65
S2 121.60 121.60 129.28
S3 112.20 116.90 128.42
S4 102.80 107.50 125.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.70 127.33 8.37 6.5% 1.78 1.4% 26% False True 952
10 135.70 121.82 13.88 10.7% 1.63 1.3% 56% False False 828
20 135.70 108.15 27.55 21.3% 1.22 0.9% 78% False False 700
40 135.70 98.25 37.45 28.9% 0.64 0.5% 84% False False 530
60 135.70 95.99 39.71 30.7% 0.45 0.3% 84% False False 500
80 135.70 86.06 49.64 38.3% 0.39 0.3% 88% False False 447
100 135.70 84.00 51.70 39.9% 0.31 0.2% 88% False False 421
120 135.70 84.00 51.70 39.9% 0.28 0.2% 88% False False 413
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.64
2.618 130.30
1.618 129.48
1.000 128.97
0.618 128.66
HIGH 128.15
0.618 127.84
0.500 127.74
0.382 127.64
LOW 127.33
0.618 126.82
1.000 126.51
1.618 126.00
2.618 125.18
4.250 123.85
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 128.94 129.44
PP 128.34 129.33
S1 127.74 129.23

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

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