NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 143.53 145.75 2.22 1.5% 136.78
High 145.08 145.75 0.67 0.5% 141.20
Low 143.52 145.75 2.23 1.6% 134.89
Close 145.22 146.81 1.59 1.1% 141.20
Range 1.56 0.00 -1.56 -100.0% 6.31
ATR 2.12 2.00 -0.11 -5.4% 0.00
Volume 1,965 750 -1,215 -61.8% 2,519
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 146.10 146.46 146.81
R3 146.10 146.46 146.81
R2 146.10 146.10 146.81
R1 146.46 146.46 146.81 146.28
PP 146.10 146.10 146.10 146.02
S1 146.46 146.46 146.81 146.28
S2 146.10 146.10 146.81
S3 146.10 146.46 146.81
S4 146.10 146.46 146.81
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 158.03 155.92 144.67
R3 151.72 149.61 142.94
R2 145.41 145.41 142.36
R1 143.30 143.30 141.78 144.36
PP 139.10 139.10 139.10 139.62
S1 136.99 136.99 140.62 138.05
S2 132.79 132.79 140.04
S3 126.48 130.68 139.46
S4 120.17 124.37 137.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.75 141.20 4.55 3.1% 0.31 0.2% 123% True False 925
10 145.75 134.89 10.86 7.4% 0.51 0.3% 110% True False 784
20 145.75 133.30 12.45 8.5% 0.32 0.2% 109% True False 895
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.75
2.618 145.75
1.618 145.75
1.000 145.75
0.618 145.75
HIGH 145.75
0.618 145.75
0.500 145.75
0.382 145.75
LOW 145.75
0.618 145.75
1.000 145.75
1.618 145.75
2.618 145.75
4.250 145.75
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 146.46 145.94
PP 146.10 145.07
S1 145.75 144.20

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

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