NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 136.22 134.40 -1.82 -1.3% 133.96
High 136.40 135.30 -1.10 -0.8% 137.05
Low 134.04 134.00 -0.04 0.0% 131.75
Close 137.65 133.39 -4.26 -3.1% 135.92
Range 2.36 1.30 -1.06 -44.9% 5.30
ATR 2.25 2.35 0.10 4.5% 0.00
Volume 612 470 -142 -23.2% 7,265
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 138.13 137.06 134.11
R3 136.83 135.76 133.75
R2 135.53 135.53 133.63
R1 134.46 134.46 133.51 134.35
PP 134.23 134.23 134.23 134.17
S1 133.16 133.16 133.27 133.05
S2 132.93 132.93 133.15
S3 131.63 131.86 133.03
S4 130.33 130.56 132.68
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
5 136.40 134.00 2.40 1.8% 1.06 0.8% -25% False True 652
10 137.05 131.75 5.30 4.0% 1.00 0.7% 31% False False 977
20 137.05 122.85 14.20 10.6% 0.94 0.7% 74% False False 939
40 137.05 108.15 28.90 21.7% 0.95 0.7% 87% False False 756
60 137.05 95.99 41.06 30.8% 0.65 0.5% 91% False False 608
80 137.05 95.99 41.06 30.8% 0.52 0.4% 91% False False 571
100 137.05 86.06 50.99 38.2% 0.44 0.3% 93% False False 512
120 137.05 84.00 53.05 39.8% 0.38 0.3% 93% False False 476
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.83
2.618 138.70
1.618 137.40
1.000 136.60
0.618 136.10
HIGH 135.30
0.618 134.80
0.500 134.65
0.382 134.50
LOW 134.00
0.618 133.20
1.000 132.70
1.618 131.90
2.618 130.60
4.250 128.48
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 134.65 135.20
PP 134.23 134.60
S1 133.81 133.99

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

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