NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 135.68 135.85 0.17 0.1% 133.96
High 136.20 135.85 -0.35 -0.3% 137.05
Low 135.68 135.85 0.17 0.1% 131.75
Close 135.92 136.65 0.73 0.5% 135.92
Range 0.52 0.00 -0.52 -100.0% 5.30
ATR 2.47 2.30 -0.17 -6.9% 0.00
Volume 1,154 549 -605 -52.4% 7,265
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 136.12 136.38 136.65
R3 136.12 136.38 136.65
R2 136.12 136.12 136.65
R1 136.38 136.38 136.65 136.25
PP 136.12 136.12 136.12 136.05
S1 136.38 136.38 136.65 136.25
S2 136.12 136.12 136.65
S3 136.12 136.38 136.65
S4 136.12 136.38 136.65
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% 92% False False 1,358
10 137.05 122.85 14.20 10.4% 0.60 0.4% 97% False False 1,035
20 137.05 122.85 14.20 10.4% 1.06 0.8% 97% False False 935
40 137.05 108.15 28.90 21.1% 0.84 0.6% 99% False False 729
60 137.05 95.99 41.06 30.0% 0.57 0.4% 99% False False 597
80 137.05 95.56 41.49 30.4% 0.46 0.3% 99% False False 593
100 137.05 86.06 50.99 37.3% 0.39 0.3% 99% False False 501
120 137.05 84.00 53.05 38.8% 0.34 0.2% 99% False False 470
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.85
2.618 135.85
1.618 135.85
1.000 135.85
0.618 135.85
HIGH 135.85
0.618 135.85
0.500 135.85
0.382 135.85
LOW 135.85
0.618 135.85
1.000 135.85
1.618 135.85
2.618 135.85
4.250 135.85
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 136.38 136.43
PP 136.12 136.22
S1 135.85 136.00

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

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