NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 135.09 139.80 4.71 3.5% 135.20
High 140.86 143.54 2.68 1.9% 143.54
Low 134.23 139.13 4.90 3.7% 132.51
Close 140.16 140.75 0.59 0.4% 140.75
Range 6.63 4.41 -2.22 -33.5% 11.03
ATR 4.88 4.84 -0.03 -0.7% 0.00
Volume 78,239 75,929 -2,310 -3.0% 347,459
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 154.37 151.97 143.18
R3 149.96 147.56 141.96
R2 145.55 145.55 141.56
R1 143.15 143.15 141.15 144.35
PP 141.14 141.14 141.14 141.74
S1 138.74 138.74 140.35 139.94
S2 136.73 136.73 139.94
S3 132.32 134.33 139.54
S4 127.91 129.92 138.32
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 172.02 167.42 146.82
R3 160.99 156.39 143.78
R2 149.96 149.96 142.77
R1 145.36 145.36 141.76 147.66
PP 138.93 138.93 138.93 140.09
S1 134.33 134.33 139.74 136.63
S2 127.90 127.90 138.73
S3 116.87 123.30 137.72
S4 105.84 112.27 134.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.54 132.51 11.03 7.8% 4.66 3.3% 75% True False 69,491
10 143.54 132.25 11.29 8.0% 4.93 3.5% 75% True False 62,561
20 143.54 122.27 21.27 15.1% 5.26 3.7% 87% True False 61,437
40 143.54 114.22 29.32 20.8% 4.48 3.2% 90% True False 48,579
60 143.54 104.18 39.36 28.0% 3.92 2.8% 93% True False 36,229
80 143.54 96.72 46.82 33.3% 3.71 2.6% 94% True False 29,251
100 143.54 88.59 54.95 39.0% 3.37 2.4% 95% True False 24,349
120 143.54 84.70 58.84 41.8% 3.03 2.2% 95% True False 20,616
Crabel Price Patterns
NR True
NR4 False
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 0.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.28
2.618 155.09
1.618 150.68
1.000 147.95
0.618 146.27
HIGH 143.54
0.618 141.86
0.500 141.34
0.382 140.81
LOW 139.13
0.618 136.40
1.000 134.72
1.618 131.99
2.618 127.58
4.250 120.39
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 141.34 139.84
PP 141.14 138.93
S1 140.95 138.03

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

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