NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 126.59 127.63 1.04 0.8% 131.68
High 128.30 129.35 1.05 0.8% 133.65
Low 124.67 125.22 0.55 0.4% 124.67
Close 127.35 127.76 0.41 0.3% 127.35
Range 3.63 4.13 0.50 13.8% 8.98
ATR 3.97 3.99 0.01 0.3% 0.00
Volume 424,268 309,342 -114,926 -27.1% 1,867,177
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 139.83 137.93 130.03
R3 135.70 133.80 128.90
R2 131.57 131.57 128.52
R1 129.67 129.67 128.14 130.62
PP 127.44 127.44 127.44 127.92
S1 125.54 125.54 127.38 126.49
S2 123.31 123.31 127.00
S3 119.18 121.41 126.62
S4 115.05 117.28 125.49
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 155.50 150.40 132.29
R3 146.52 141.42 129.82
R2 137.54 137.54 129.00
R1 132.44 132.44 128.17 130.50
PP 128.56 128.56 128.56 127.59
S1 123.46 123.46 126.53 121.52
S2 119.58 119.58 125.70
S3 110.60 114.48 124.88
S4 101.62 105.50 122.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.65 124.67 8.98 7.0% 5.17 4.0% 34% False False 350,284
10 135.09 124.67 10.42 8.2% 4.49 3.5% 30% False False 355,179
20 135.09 118.85 16.24 12.7% 3.87 3.0% 55% False False 258,696
40 135.09 106.48 28.61 22.4% 3.48 2.7% 74% False False 159,577
60 135.09 97.58 37.51 29.4% 3.58 2.8% 80% False False 116,670
80 135.09 87.99 47.10 36.9% 3.33 2.6% 84% False False 90,168
100 135.09 85.17 49.92 39.1% 3.02 2.4% 85% False False 73,385
120 135.09 85.17 49.92 39.1% 2.80 2.2% 85% False False 61,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.90
2.618 140.16
1.618 136.03
1.000 133.48
0.618 131.90
HIGH 129.35
0.618 127.77
0.500 127.29
0.382 126.80
LOW 125.22
0.618 122.67
1.000 121.09
1.618 118.54
2.618 114.41
4.250 107.67
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 127.60 128.90
PP 127.44 128.52
S1 127.29 128.14

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

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