NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 26-May-2008
Day Change Summary
Previous Current
23-May-2008 26-May-2008 Change Change % Previous Week
Open 130.75 132.39 1.64 1.3% 125.22
High 133.51 133.19 -0.32 -0.2% 135.79
Low 130.27 132.31 2.04 1.6% 125.00
Close 132.03 132.82 0.79 0.6% 132.03
Range 3.24 0.88 -2.36 -72.8% 10.79
ATR 3.47 3.30 -0.16 -4.8% 0.00
Volume 73,297 73,297 0 0.0% 226,246
Daily Pivots for day following 26-May-2008
Classic Woodie Camarilla DeMark
R4 135.41 135.00 133.30
R3 134.53 134.12 133.06
R2 133.65 133.65 132.98
R1 133.24 133.24 132.90 133.45
PP 132.77 132.77 132.77 132.88
S1 132.36 132.36 132.74 132.57
S2 131.89 131.89 132.66
S3 131.01 131.48 132.58
S4 130.13 130.60 132.34
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 163.31 158.46 137.96
R3 152.52 147.67 135.00
R2 141.73 141.73 134.01
R1 136.88 136.88 133.02 139.31
PP 130.94 130.94 130.94 132.15
S1 126.09 126.09 131.04 128.52
S2 120.15 120.15 130.05
S3 109.36 115.30 129.06
S4 98.57 104.51 126.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.79 126.38 9.41 7.1% 3.72 2.8% 68% False False 55,729
10 135.79 120.49 15.30 11.5% 3.52 2.6% 81% False False 38,682
20 135.79 108.40 27.39 20.6% 3.45 2.6% 89% False False 28,480
40 135.79 97.93 37.86 28.5% 3.08 2.3% 92% False False 19,334
60 135.79 96.72 39.07 29.4% 3.04 2.3% 92% False False 15,410
80 135.79 86.44 49.35 37.2% 2.70 2.0% 94% False False 12,541
100 135.79 84.70 51.09 38.5% 2.42 1.8% 94% False False 10,419
120 135.79 84.34 51.45 38.7% 2.24 1.7% 94% False False 9,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 136.93
2.618 135.49
1.618 134.61
1.000 134.07
0.618 133.73
HIGH 133.19
0.618 132.85
0.500 132.75
0.382 132.65
LOW 132.31
0.618 131.77
1.000 131.43
1.618 130.89
2.618 130.01
4.250 128.57
Fisher Pivots for day following 26-May-2008
Pivot 1 day 3 day
R1 132.80 133.01
PP 132.77 132.95
S1 132.75 132.88

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

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