NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 135.81 135.68 -0.13 -0.1% 133.96
High 136.32 136.20 -0.12 -0.1% 137.05
Low 135.81 135.68 -0.13 -0.1% 131.75
Close 137.66 135.92 -1.74 -1.3% 135.92
Range 0.51 0.52 0.01 2.0% 5.30
ATR 2.50 2.47 -0.04 -1.5% 0.00
Volume 2,605 1,154 -1,451 -55.7% 7,265
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 137.49 137.23 136.21
R3 136.97 136.71 136.06
R2 136.45 136.45 136.02
R1 136.19 136.19 135.97 136.32
PP 135.93 135.93 135.93 136.00
S1 135.67 135.67 135.87 135.80
S2 135.41 135.41 135.82
S3 134.89 135.15 135.78
S4 134.37 134.63 135.63
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.81 148.66 138.84
R3 145.51 143.36 137.38
R2 140.21 140.21 136.89
R1 138.06 138.06 136.41 139.14
PP 134.91 134.91 134.91 135.44
S1 132.76 132.76 135.43 133.84
S2 129.61 129.61 134.95
S3 124.31 127.46 134.46
S4 119.01 122.16 133.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.05 131.75 5.30 3.9% 0.64 0.5% 79% False False 1,453
10 137.05 122.85 14.20 10.4% 0.60 0.4% 92% False False 1,057
20 137.05 122.85 14.20 10.4% 1.08 0.8% 92% False False 943
40 137.05 108.15 28.90 21.3% 0.84 0.6% 96% False False 721
60 137.05 95.99 41.06 30.2% 0.57 0.4% 97% False False 594
80 137.05 95.28 41.77 30.7% 0.46 0.3% 97% False False 587
100 137.05 84.27 52.78 38.8% 0.39 0.3% 98% False False 508
120 137.05 84.00 53.05 39.0% 0.34 0.3% 98% False False 475
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.41
2.618 137.56
1.618 137.04
1.000 136.72
0.618 136.52
HIGH 136.20
0.618 136.00
0.500 135.94
0.382 135.88
LOW 135.68
0.618 135.36
1.000 135.16
1.618 134.84
2.618 134.32
4.250 133.47
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 135.94 135.97
PP 135.93 135.95
S1 135.93 135.94

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

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