NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 126.25 127.44 1.19 0.9% 128.47
High 126.25 127.74 1.49 1.2% 129.65
Low 126.25 126.98 0.73 0.6% 124.75
Close 127.44 124.75 -2.69 -2.1% 126.50
Range 0.00 0.76 0.76 4.90
ATR 1.86 1.78 -0.08 -4.2% 0.00
Volume 767 803 36 4.7% 3,782
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 128.77 127.52 125.17
R3 128.01 126.76 124.96
R2 127.25 127.25 124.89
R1 126.00 126.00 124.82 126.25
PP 126.49 126.49 126.49 126.61
S1 125.24 125.24 124.68 125.49
S2 125.73 125.73 124.61
S3 124.97 124.48 124.54
S4 124.21 123.72 124.33
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 141.67 138.98 129.20
R3 136.77 134.08 127.85
R2 131.87 131.87 127.40
R1 129.18 129.18 126.95 128.08
PP 126.97 126.97 126.97 126.41
S1 124.28 124.28 126.05 123.18
S2 122.07 122.07 125.60
S3 117.17 119.38 125.15
S4 112.27 114.48 123.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.65 124.75 4.90 3.9% 0.82 0.7% 0% False False 888
10 135.70 124.75 10.95 8.8% 1.60 1.3% 0% False False 879
20 135.70 117.37 18.33 14.7% 1.34 1.1% 40% False False 818
40 135.70 103.52 32.18 25.8% 0.72 0.6% 66% False False 592
60 135.70 95.99 39.71 31.8% 0.50 0.4% 72% False False 533
80 135.70 88.85 46.85 37.6% 0.43 0.3% 77% False False 491
100 135.70 84.00 51.70 41.4% 0.34 0.3% 79% False False 453
120 135.70 84.00 51.70 41.4% 0.30 0.2% 79% False False 426
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.97
2.618 129.73
1.618 128.97
1.000 128.50
0.618 128.21
HIGH 127.74
0.618 127.45
0.500 127.36
0.382 127.27
LOW 126.98
0.618 126.51
1.000 126.22
1.618 125.75
2.618 124.99
4.250 123.75
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 127.36 126.25
PP 126.49 125.75
S1 125.62 125.25

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

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