NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 131.79 136.54 4.75 3.6% 127.63
High 138.30 137.46 -0.84 -0.6% 139.12
Low 131.35 131.55 0.20 0.2% 121.61
Close 136.38 136.74 0.36 0.3% 138.54
Range 6.95 5.91 -1.04 -15.0% 17.51
ATR 5.04 5.11 0.06 1.2% 0.00
Volume 394,361 374,434 -19,927 -5.1% 1,584,186
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 152.98 150.77 139.99
R3 147.07 144.86 138.37
R2 141.16 141.16 137.82
R1 138.95 138.95 137.28 140.06
PP 135.25 135.25 135.25 135.80
S1 133.04 133.04 136.20 134.15
S2 129.34 129.34 135.66
S3 123.43 127.13 135.11
S4 117.52 121.22 133.49
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
5 139.12 127.81 11.31 8.3% 7.32 5.4% 79% False False 391,894
10 139.12 121.61 17.51 12.8% 5.85 4.3% 86% False False 363,455
20 139.12 121.61 17.51 12.8% 5.08 3.7% 86% False False 342,094
40 139.12 109.59 29.53 21.6% 4.28 3.1% 92% False False 223,256
60 139.12 97.58 41.54 30.4% 3.93 2.9% 94% False False 162,064
80 139.12 96.06 43.06 31.5% 3.72 2.7% 94% False False 125,729
100 139.12 85.45 53.67 39.2% 3.39 2.5% 96% False False 102,009
120 139.12 85.17 53.95 39.5% 3.09 2.3% 96% False False 85,676
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 1.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.58
2.618 152.93
1.618 147.02
1.000 143.37
0.618 141.11
HIGH 137.46
0.618 135.20
0.500 134.51
0.382 133.81
LOW 131.55
0.618 127.90
1.000 125.64
1.618 121.99
2.618 116.08
4.250 106.43
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 136.00 136.01
PP 135.25 135.28
S1 134.51 134.55

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

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