NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 141.00 141.45 0.45 0.3% 136.77
High 141.00 141.45 0.45 0.3% 141.00
Low 141.00 141.40 0.40 0.3% 134.00
Close 141.04 141.46 0.42 0.3% 141.04
Range 0.00 0.05 0.05 7.00
ATR 2.54 2.39 -0.15 -6.0% 0.00
Volume 120 498 378 315.0% 1,203
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 141.59 141.57 141.49
R3 141.54 141.52 141.47
R2 141.49 141.49 141.47
R1 141.47 141.47 141.46 141.48
PP 141.44 141.44 141.44 141.44
S1 141.42 141.42 141.46 141.43
S2 141.39 141.39 141.45
S3 141.34 141.37 141.45
S4 141.29 141.32 141.43
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 159.68 157.36 144.89
R3 152.68 150.36 142.97
R2 145.68 145.68 142.32
R1 143.36 143.36 141.68 144.52
PP 138.68 138.68 138.68 139.26
S1 136.36 136.36 140.40 137.52
S2 131.68 131.68 139.76
S3 124.68 129.36 139.12
S4 117.68 122.36 137.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.45 134.00 7.45 5.3% 0.03 0.0% 100% True False 329
10 141.45 133.14 8.31 5.9% 0.02 0.0% 100% True False 310
20 141.45 122.70 18.75 13.3% 0.23 0.2% 100% True False 344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.66
2.618 141.58
1.618 141.53
1.000 141.50
0.618 141.48
HIGH 141.45
0.618 141.43
0.500 141.43
0.382 141.42
LOW 141.40
0.618 141.37
1.000 141.35
1.618 141.32
2.618 141.27
4.250 141.19
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 141.45 141.27
PP 141.44 141.07
S1 141.43 140.88

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

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