NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 134.80 137.25 2.45 1.8% 135.08
High 138.14 138.75 0.61 0.4% 140.42
Low 134.05 135.90 1.85 1.4% 131.75
Close 136.74 137.00 0.26 0.2% 135.36
Range 4.09 2.85 -1.24 -30.3% 8.67
ATR 4.96 4.81 -0.15 -3.0% 0.00
Volume 278,598 248,738 -29,860 -10.7% 1,003,525
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 145.77 144.23 138.57
R3 142.92 141.38 137.78
R2 140.07 140.07 137.52
R1 138.53 138.53 137.26 137.88
PP 137.22 137.22 137.22 136.89
S1 135.68 135.68 136.74 135.03
S2 134.37 134.37 136.48
S3 131.52 132.83 136.22
S4 128.67 129.98 135.43
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
5 138.75 131.75 7.00 5.1% 4.71 3.4% 75% True False 253,057
10 140.42 131.75 8.67 6.3% 4.99 3.6% 61% False False 201,392
20 140.42 122.05 18.37 13.4% 5.35 3.9% 81% False False 160,262
40 140.42 108.95 31.47 23.0% 4.51 3.3% 89% False False 109,621
60 140.42 98.55 41.87 30.6% 3.90 2.8% 92% False False 78,430
80 140.42 97.33 43.09 31.5% 3.76 2.7% 92% False False 61,361
100 140.42 86.15 54.27 39.6% 3.39 2.5% 94% False False 49,851
120 140.42 84.33 56.09 40.9% 3.11 2.3% 94% False False 42,094
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 0.88
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 150.86
2.618 146.21
1.618 143.36
1.000 141.60
0.618 140.51
HIGH 138.75
0.618 137.66
0.500 137.33
0.382 136.99
LOW 135.90
0.618 134.14
1.000 133.05
1.618 131.29
2.618 128.44
4.250 123.79
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 137.33 136.42
PP 137.22 135.83
S1 137.11 135.25

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

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