NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 143.65 142.10 -1.55 -1.1% 136.43
High 143.65 143.73 0.08 0.1% 143.60
Low 143.37 142.10 -1.27 -0.9% 135.10
Close 142.65 145.21 2.56 1.8% 141.27
Range 0.28 1.63 1.35 482.1% 8.50
ATR 2.32 2.27 -0.05 -2.1% 0.00
Volume 751 2,247 1,496 199.2% 2,113
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 148.57 148.52 146.11
R3 146.94 146.89 145.66
R2 145.31 145.31 145.51
R1 145.26 145.26 145.36 145.29
PP 143.68 143.68 143.68 143.69
S1 143.63 143.63 145.06 143.66
S2 142.05 142.05 144.91
S3 140.42 142.00 144.76
S4 138.79 140.37 144.31
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
5 143.73 138.43 5.30 3.6% 1.44 1.0% 128% True False 1,052
10 143.73 134.00 9.73 6.7% 1.31 0.9% 115% True False 727
20 143.73 126.47 17.26 11.9% 1.09 0.7% 109% True False 858
40 143.73 117.59 26.14 18.0% 1.20 0.8% 106% True False 855
60 143.73 104.84 38.89 26.8% 0.84 0.6% 104% True False 692
80 143.73 95.99 47.74 32.9% 0.65 0.4% 103% True False 623
100 143.73 89.30 54.43 37.5% 0.56 0.4% 103% True False 572
120 143.73 84.00 59.73 41.1% 0.47 0.3% 102% True False 524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150.66
2.618 148.00
1.618 146.37
1.000 145.36
0.618 144.74
HIGH 143.73
0.618 143.11
0.500 142.92
0.382 142.72
LOW 142.10
0.618 141.09
1.000 140.47
1.618 139.46
2.618 137.83
4.250 135.17
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 144.45 144.38
PP 143.68 143.55
S1 142.92 142.73

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

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