NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 138.43 140.53 2.10 1.5% 136.43
High 140.63 143.60 2.97 2.1% 143.60
Low 138.43 140.53 2.10 1.5% 135.10
Close 140.53 141.27 0.74 0.5% 141.27
Range 2.20 3.07 0.87 39.5% 8.50
ATR 2.44 2.49 0.04 1.8% 0.00
Volume 746 680 -66 -8.8% 2,113
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.01 149.21 142.96
R3 147.94 146.14 142.11
R2 144.87 144.87 141.83
R1 143.07 143.07 141.55 143.97
PP 141.80 141.80 141.80 142.25
S1 140.00 140.00 140.99 140.90
S2 138.73 138.73 140.71
S3 135.66 136.93 140.43
S4 132.59 133.86 139.58
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 165.49 161.88 145.95
R3 156.99 153.38 143.61
R2 148.49 148.49 142.83
R1 144.88 144.88 142.05 146.69
PP 139.99 139.99 139.99 140.89
S1 136.38 136.38 140.49 138.19
S2 131.49 131.49 139.71
S3 122.99 127.88 138.93
S4 114.49 119.38 136.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.60 135.10 8.50 6.0% 1.97 1.4% 73% True False 422
10 143.60 134.00 9.60 6.8% 1.46 1.0% 76% True False 507
20 143.60 122.85 20.75 14.7% 1.03 0.7% 89% True False 782
40 143.60 111.50 32.10 22.7% 1.17 0.8% 93% True False 778
60 143.60 101.15 42.45 30.0% 0.81 0.6% 95% True False 639
80 143.60 95.99 47.61 33.7% 0.63 0.4% 95% True False 580
100 143.60 86.06 57.54 40.7% 0.54 0.4% 96% True False 534
120 143.60 84.00 59.60 42.2% 0.45 0.3% 96% True False 497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 156.65
2.618 151.64
1.618 148.57
1.000 146.67
0.618 145.50
HIGH 143.60
0.618 142.43
0.500 142.07
0.382 141.70
LOW 140.53
0.618 138.63
1.000 137.46
1.618 135.56
2.618 132.49
4.250 127.48
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 142.07 140.63
PP 141.80 139.99
S1 141.54 139.35

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

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