NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 131.68 131.68 0.00 0.0% 126.15
High 133.46 133.65 0.19 0.1% 135.09
Low 131.59 128.18 -3.41 -2.6% 125.10
Close 132.94 128.85 -4.09 -3.1% 132.19
Range 1.87 5.47 3.60 192.5% 9.99
ATR 3.48 3.63 0.14 4.1% 0.00
Volume 425,099 321,344 -103,755 -24.4% 1,569,689
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 146.64 143.21 131.86
R3 141.17 137.74 130.35
R2 135.70 135.70 129.85
R1 132.27 132.27 129.35 131.25
PP 130.23 130.23 130.23 129.72
S1 126.80 126.80 128.35 125.78
S2 124.76 124.76 127.85
S3 119.29 121.33 127.35
S4 113.82 115.86 125.84
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 160.76 156.47 137.68
R3 150.77 146.48 134.94
R2 140.78 140.78 134.02
R1 136.49 136.49 133.11 138.64
PP 130.79 130.79 130.79 131.87
S1 126.50 126.50 131.27 128.65
S2 120.80 120.80 130.36
S3 110.81 116.51 129.44
S4 100.82 106.52 126.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.09 128.18 6.91 5.4% 4.29 3.3% 10% False True 369,824
10 135.09 120.65 14.44 11.2% 3.84 3.0% 57% False False 284,874
20 135.09 109.59 25.50 19.8% 3.76 2.9% 76% False False 204,590
40 135.09 98.85 36.24 28.1% 3.31 2.6% 83% False False 127,591
60 135.09 97.51 37.58 29.2% 3.47 2.7% 83% False False 94,058
80 135.09 86.28 48.81 37.9% 3.16 2.5% 87% False False 72,538
100 135.09 85.17 49.92 38.7% 2.91 2.3% 88% False False 59,210
120 135.09 85.12 49.97 38.8% 2.80 2.2% 88% False False 49,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.92
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 156.90
2.618 147.97
1.618 142.50
1.000 139.12
0.618 137.03
HIGH 133.65
0.618 131.56
0.500 130.92
0.382 130.27
LOW 128.18
0.618 124.80
1.000 122.71
1.618 119.33
2.618 113.86
4.250 104.93
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 130.92 130.95
PP 130.23 130.25
S1 129.54 129.55

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

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