NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 128.20 137.97 9.77 7.6% 127.63
High 139.12 138.25 -0.87 -0.6% 139.12
Low 127.81 133.00 5.19 4.1% 121.61
Close 138.54 134.35 -4.19 -3.0% 138.54
Range 11.31 5.25 -6.06 -53.6% 17.51
ATR 4.66 4.72 0.06 1.4% 0.00
Volume 333,372 508,749 175,377 52.6% 1,584,186
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.95 147.90 137.24
R3 145.70 142.65 135.79
R2 140.45 140.45 135.31
R1 137.40 137.40 134.83 136.30
PP 135.20 135.20 135.20 134.65
S1 132.15 132.15 133.87 131.05
S2 129.95 129.95 133.39
S3 124.70 126.90 132.91
S4 119.45 121.65 131.46
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 185.62 179.59 148.17
R3 168.11 162.08 143.36
R2 150.60 150.60 141.75
R1 144.57 144.57 140.15 147.59
PP 133.09 133.09 133.09 134.60
S1 127.06 127.06 136.93 130.08
S2 115.58 115.58 135.33
S3 98.07 109.55 133.72
S4 80.56 92.04 128.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.12 121.61 17.51 13.0% 6.14 4.6% 73% False False 356,718
10 139.12 121.61 17.51 13.0% 5.65 4.2% 73% False False 353,501
20 139.12 120.65 18.47 13.7% 4.66 3.5% 74% False False 311,996
40 139.12 109.59 29.53 22.0% 3.93 2.9% 84% False False 198,234
60 139.12 97.58 41.54 30.9% 3.89 2.9% 89% False False 144,437
80 139.12 93.88 45.24 33.7% 3.57 2.7% 89% False False 112,012
100 139.12 85.17 53.95 40.2% 3.26 2.4% 91% False False 90,956
120 139.12 85.17 53.95 40.2% 2.97 2.2% 91% False False 76,412
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160.56
2.618 151.99
1.618 146.74
1.000 143.50
0.618 141.49
HIGH 138.25
0.618 136.24
0.500 135.63
0.382 135.01
LOW 133.00
0.618 129.76
1.000 127.75
1.618 124.51
2.618 119.26
4.250 110.69
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 135.63 133.02
PP 135.20 131.69
S1 134.78 130.37

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

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