NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 127.50 124.23 -3.27 -2.6% 131.68
High 127.98 125.08 -2.90 -2.3% 133.65
Low 123.87 121.84 -2.03 -1.6% 124.67
Close 124.31 122.30 -2.01 -1.6% 127.35
Range 4.11 3.24 -0.87 -21.2% 8.98
ATR 3.99 3.94 -0.05 -1.3% 0.00
Volume 304,809 301,116 -3,693 -1.2% 1,867,177
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 132.79 130.79 124.08
R3 129.55 127.55 123.19
R2 126.31 126.31 122.89
R1 124.31 124.31 122.60 123.69
PP 123.07 123.07 123.07 122.77
S1 121.07 121.07 122.00 120.45
S2 119.83 119.83 121.71
S3 116.59 117.83 121.41
S4 113.35 114.59 120.52
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
5 133.12 121.84 11.28 9.2% 4.42 3.6% 4% False True 341,880
10 135.09 121.84 13.25 10.8% 4.37 3.6% 3% False True 356,956
20 135.09 120.65 14.44 11.8% 3.89 3.2% 11% False False 278,188
40 135.09 107.49 27.60 22.6% 3.53 2.9% 54% False False 172,481
60 135.09 97.58 37.51 30.7% 3.60 2.9% 66% False False 126,006
80 135.09 91.62 43.47 35.5% 3.34 2.7% 71% False False 97,558
100 135.09 85.17 49.92 40.8% 3.07 2.5% 74% False False 79,359
120 135.09 85.17 49.92 40.8% 2.83 2.3% 74% False False 66,679
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 138.85
2.618 133.56
1.618 130.32
1.000 128.32
0.618 127.08
HIGH 125.08
0.618 123.84
0.500 123.46
0.382 123.08
LOW 121.84
0.618 119.84
1.000 118.60
1.618 116.60
2.618 113.36
4.250 108.07
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 123.46 125.60
PP 123.07 124.50
S1 122.69 123.40

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

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