NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 124.23 122.23 -2.00 -1.6% 131.68
High 125.08 128.38 3.30 2.6% 133.65
Low 121.84 121.61 -0.23 -0.2% 124.67
Close 122.30 127.79 5.49 4.5% 127.35
Range 3.24 6.77 3.53 109.0% 8.98
ATR 3.94 4.14 0.20 5.1% 0.00
Volume 301,116 335,547 34,431 11.4% 1,867,177
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.24 143.78 131.51
R3 139.47 137.01 129.65
R2 132.70 132.70 129.03
R1 130.24 130.24 128.41 131.47
PP 125.93 125.93 125.93 126.54
S1 123.47 123.47 127.17 124.70
S2 119.16 119.16 126.55
S3 112.39 116.70 125.93
S4 105.62 109.93 124.07
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
5 129.35 121.61 7.74 6.1% 4.38 3.4% 80% False True 335,016
10 133.71 121.61 12.10 9.5% 4.54 3.6% 51% False True 354,309
20 135.09 120.65 14.44 11.3% 4.08 3.2% 49% False False 287,916
40 135.09 107.95 27.14 21.2% 3.62 2.8% 73% False False 179,613
60 135.09 97.58 37.51 29.4% 3.68 2.9% 81% False False 131,139
80 135.09 91.62 43.47 34.0% 3.41 2.7% 83% False False 101,627
100 135.09 85.17 49.92 39.1% 3.13 2.4% 85% False False 82,610
120 135.09 85.17 49.92 39.1% 2.85 2.2% 85% False False 69,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 157.15
2.618 146.10
1.618 139.33
1.000 135.15
0.618 132.56
HIGH 128.38
0.618 125.79
0.500 125.00
0.382 124.20
LOW 121.61
0.618 117.43
1.000 114.84
1.618 110.66
2.618 103.89
4.250 92.84
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 126.86 126.86
PP 125.93 125.93
S1 125.00 125.00

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

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