NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 136.97 134.41 -2.56 -1.9% 137.97
High 137.08 139.89 2.81 2.0% 138.30
Low 133.46 132.84 -0.62 -0.5% 130.80
Close 134.86 134.61 -0.25 -0.2% 134.86
Range 3.62 7.05 3.43 94.8% 7.50
ATR 5.00 5.15 0.15 2.9% 0.00
Volume 418,094 262,875 -155,219 -37.1% 2,044,192
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.93 152.82 138.49
R3 149.88 145.77 136.55
R2 142.83 142.83 135.90
R1 138.72 138.72 135.26 140.78
PP 135.78 135.78 135.78 136.81
S1 131.67 131.67 133.96 133.73
S2 128.73 128.73 133.32
S3 121.68 124.62 132.67
S4 114.63 117.57 130.73
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.15 153.51 138.99
R3 149.65 146.01 136.92
R2 142.15 142.15 136.24
R1 138.51 138.51 135.55 136.58
PP 134.65 134.65 134.65 133.69
S1 131.01 131.01 134.17 129.08
S2 127.15 127.15 133.49
S3 119.65 123.51 132.80
S4 112.15 116.01 130.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.89 130.80 9.09 6.8% 6.14 4.6% 42% True False 359,663
10 139.89 121.61 18.28 13.6% 6.14 4.6% 71% True False 358,191
20 139.89 121.61 18.28 13.6% 5.31 3.9% 71% True False 356,685
40 139.89 109.59 30.30 22.5% 4.40 3.3% 83% True False 238,165
60 139.89 98.50 41.39 30.7% 3.93 2.9% 87% True False 172,281
80 139.89 96.90 42.99 31.9% 3.80 2.8% 88% True False 133,976
100 139.89 86.28 53.61 39.8% 3.46 2.6% 90% True False 108,663
120 139.89 85.17 54.72 40.7% 3.17 2.4% 90% True False 91,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 169.85
2.618 158.35
1.618 151.30
1.000 146.94
0.618 144.25
HIGH 139.89
0.618 137.20
0.500 136.37
0.382 135.53
LOW 132.84
0.618 128.48
1.000 125.79
1.618 121.43
2.618 114.38
4.250 102.88
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 136.37 135.72
PP 135.78 135.35
S1 135.20 134.98

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

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