NYMEX Light Sweet Crude Oil Future September 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 135.38 135.35 -0.03 0.0% 137.52
High 140.61 136.35 -4.26 -3.0% 138.98
Low 134.10 133.22 -0.88 -0.7% 131.60
Close 135.88 135.02 -0.86 -0.6% 135.80
Range 6.51 3.13 -3.38 -51.9% 7.38
ATR 4.88 4.76 -0.13 -2.6% 0.00
Volume 57,167 62,820 5,653 9.9% 381,113
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 144.25 142.77 136.74
R3 141.12 139.64 135.88
R2 137.99 137.99 135.59
R1 136.51 136.51 135.31 135.69
PP 134.86 134.86 134.86 134.45
S1 133.38 133.38 134.73 132.56
S2 131.73 131.73 134.45
S3 128.60 130.25 134.16
S4 125.47 127.12 133.30
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.60 154.08 139.86
R3 150.22 146.70 137.83
R2 142.84 142.84 137.15
R1 139.32 139.32 136.48 137.39
PP 135.46 135.46 135.46 134.50
S1 131.94 131.94 135.12 130.01
S2 128.08 128.08 134.45
S3 120.70 124.56 133.77
S4 113.32 117.18 131.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.61 132.21 8.40 6.2% 5.12 3.8% 33% False False 68,421
10 140.61 122.27 18.34 13.6% 5.76 4.3% 70% False False 64,282
20 140.61 122.27 18.34 13.6% 5.05 3.7% 70% False False 59,249
40 140.61 108.40 32.21 23.9% 4.17 3.1% 83% False False 39,069
60 140.61 97.93 42.68 31.6% 3.70 2.7% 87% False False 28,995
80 140.61 96.72 43.89 32.5% 3.45 2.6% 87% False False 23,512
100 140.61 86.44 54.17 40.1% 3.08 2.3% 90% False False 19,436
120 140.61 84.70 55.91 41.4% 2.77 2.0% 90% False False 16,522
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 0.91
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 149.65
2.618 144.54
1.618 141.41
1.000 139.48
0.618 138.28
HIGH 136.35
0.618 135.15
0.500 134.79
0.382 134.42
LOW 133.22
0.618 131.29
1.000 130.09
1.618 128.16
2.618 125.03
4.250 119.92
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 134.94 136.92
PP 134.86 136.28
S1 134.79 135.65

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

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