NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 134.41 133.60 -0.81 -0.6% 137.97
High 139.89 135.23 -4.66 -3.3% 138.30
Low 132.84 132.00 -0.84 -0.6% 130.80
Close 134.61 134.01 -0.60 -0.4% 134.86
Range 7.05 3.23 -3.82 -54.2% 7.50
ATR 5.15 5.01 -0.14 -2.7% 0.00
Volume 262,875 291,340 28,465 10.8% 2,044,192
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 143.44 141.95 135.79
R3 140.21 138.72 134.90
R2 136.98 136.98 134.60
R1 135.49 135.49 134.31 136.24
PP 133.75 133.75 133.75 134.12
S1 132.26 132.26 133.71 133.01
S2 130.52 130.52 133.42
S3 127.29 129.03 133.12
S4 124.06 125.80 132.23
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
5 139.89 131.35 8.54 6.4% 5.35 4.0% 31% False False 348,220
10 139.89 121.61 18.28 13.6% 6.05 4.5% 68% False False 356,844
20 139.89 121.61 18.28 13.6% 5.32 4.0% 68% False False 357,622
40 139.89 109.59 30.30 22.6% 4.41 3.3% 81% False False 244,480
60 139.89 98.63 41.26 30.8% 3.95 2.9% 86% False False 176,739
80 139.89 97.46 42.43 31.7% 3.82 2.8% 86% False False 137,505
100 139.89 86.28 53.61 40.0% 3.47 2.6% 89% False False 111,474
120 139.89 85.17 54.72 40.8% 3.18 2.4% 89% False False 93,729
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 0.97
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 148.96
2.618 143.69
1.618 140.46
1.000 138.46
0.618 137.23
HIGH 135.23
0.618 134.00
0.500 133.62
0.382 133.23
LOW 132.00
0.618 130.00
1.000 128.77
1.618 126.77
2.618 123.54
4.250 118.27
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 133.88 135.95
PP 133.75 135.30
S1 133.62 134.66

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

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