NYMEX Light Sweet Crude Oil Future September 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 135.20 137.65 2.45 1.8% 135.38
High 138.50 139.06 0.56 0.4% 140.61
Low 134.49 136.37 1.88 1.4% 132.25
Close 137.14 137.52 0.38 0.3% 135.66
Range 4.01 2.69 -1.32 -32.9% 8.36
ATR 4.83 4.68 -0.15 -3.2% 0.00
Volume 66,955 59,213 -7,742 -11.6% 278,155
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 145.72 144.31 139.00
R3 143.03 141.62 138.26
R2 140.34 140.34 138.01
R1 138.93 138.93 137.77 138.29
PP 137.65 137.65 137.65 137.33
S1 136.24 136.24 137.27 135.60
S2 134.96 134.96 137.03
S3 132.27 133.55 136.78
S4 129.58 130.86 136.04
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 161.25 156.82 140.26
R3 152.89 148.46 137.96
R2 144.53 144.53 137.19
R1 140.10 140.10 136.43 142.32
PP 136.17 136.17 136.17 137.28
S1 131.74 131.74 134.89 133.96
S2 127.81 127.81 134.13
S3 119.45 123.38 133.36
S4 111.09 115.02 131.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.06 132.25 6.81 5.0% 4.61 3.4% 77% True False 56,867
10 140.61 132.21 8.40 6.1% 4.86 3.5% 63% False False 62,644
20 140.61 122.27 18.34 13.3% 5.18 3.8% 83% False False 58,215
40 140.61 108.40 32.21 23.4% 4.37 3.2% 90% False False 44,382
60 140.61 98.00 42.61 31.0% 3.79 2.8% 93% False False 32,993
80 140.61 96.72 43.89 31.9% 3.62 2.6% 93% False False 26,717
100 140.61 86.44 54.17 39.4% 3.24 2.4% 94% False False 22,188
120 140.61 84.70 55.91 40.7% 2.92 2.1% 94% False False 18,804
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 150.49
2.618 146.10
1.618 143.41
1.000 141.75
0.618 140.72
HIGH 139.06
0.618 138.03
0.500 137.72
0.382 137.40
LOW 136.37
0.618 134.71
1.000 133.68
1.618 132.02
2.618 129.33
4.250 124.94
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 137.72 136.90
PP 137.65 136.28
S1 137.59 135.66

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

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