NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 132.41 134.80 2.39 1.8% 135.08
High 137.50 138.14 0.64 0.5% 140.42
Low 131.75 134.05 2.30 1.7% 131.75
Close 135.36 136.74 1.38 1.0% 135.36
Range 5.75 4.09 -1.66 -28.9% 8.67
ATR 5.03 4.96 -0.07 -1.3% 0.00
Volume 359,406 278,598 -80,808 -22.5% 1,003,525
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 148.58 146.75 138.99
R3 144.49 142.66 137.86
R2 140.40 140.40 137.49
R1 138.57 138.57 137.11 139.49
PP 136.31 136.31 136.31 136.77
S1 134.48 134.48 136.37 135.40
S2 132.22 132.22 135.99
S3 128.13 130.39 135.62
S4 124.04 126.30 134.49
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 161.85 157.28 140.13
R3 153.18 148.61 137.74
R2 144.51 144.51 136.95
R1 139.94 139.94 136.15 142.23
PP 135.84 135.84 135.84 136.99
S1 131.27 131.27 134.57 133.56
S2 127.17 127.17 133.77
S3 118.50 122.60 132.98
S4 109.83 113.93 130.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.14 131.75 6.39 4.7% 4.78 3.5% 78% True False 232,861
10 140.42 131.33 9.09 6.6% 5.41 4.0% 60% False False 190,092
20 140.42 122.05 18.37 13.4% 5.48 4.0% 80% False False 153,005
40 140.42 108.95 31.47 23.0% 4.52 3.3% 88% False False 103,863
60 140.42 98.20 42.22 30.9% 3.93 2.9% 91% False False 74,473
80 140.42 97.33 43.09 31.5% 3.75 2.7% 91% False False 58,323
100 140.42 86.15 54.27 39.7% 3.37 2.5% 93% False False 47,423
120 140.42 84.33 56.09 41.0% 3.09 2.3% 93% False False 40,033
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155.52
2.618 148.85
1.618 144.76
1.000 142.23
0.618 140.67
HIGH 138.14
0.618 136.58
0.500 136.10
0.382 135.61
LOW 134.05
0.618 131.52
1.000 129.96
1.618 127.43
2.618 123.34
4.250 116.67
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 136.53 136.14
PP 136.31 135.54
S1 136.10 134.95

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

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