NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 140.70 142.07 1.37 1.0% 135.20
High 143.90 144.94 1.04 0.7% 143.54
Low 140.52 140.70 0.18 0.1% 132.51
Close 141.58 144.14 2.56 1.8% 140.75
Range 3.38 4.24 0.86 25.4% 11.03
ATR 4.71 4.68 -0.03 -0.7% 0.00
Volume 64,581 70,679 6,098 9.4% 347,459
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.98 154.30 146.47
R3 151.74 150.06 145.31
R2 147.50 147.50 144.92
R1 145.82 145.82 144.53 146.66
PP 143.26 143.26 143.26 143.68
S1 141.58 141.58 143.75 142.42
S2 139.02 139.02 143.36
S3 134.78 137.34 142.97
S4 130.54 133.10 141.81
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
5 144.94 134.23 10.71 7.4% 4.62 3.2% 93% True False 74,258
10 144.94 132.25 12.69 8.8% 4.69 3.3% 94% True False 67,894
20 144.94 122.27 22.67 15.7% 5.31 3.7% 96% True False 66,349
40 144.94 120.49 24.45 17.0% 4.50 3.1% 97% True False 52,934
60 144.94 106.06 38.88 27.0% 3.99 2.8% 98% True False 39,386
80 144.94 96.72 48.22 33.5% 3.78 2.6% 98% True False 31,702
100 144.94 91.21 53.73 37.3% 3.42 2.4% 99% True False 26,417
120 144.94 84.70 60.24 41.8% 3.12 2.2% 99% True False 22,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.96
2.618 156.04
1.618 151.80
1.000 149.18
0.618 147.56
HIGH 144.94
0.618 143.32
0.500 142.82
0.382 142.32
LOW 140.70
0.618 138.08
1.000 136.46
1.618 133.84
2.618 129.60
4.250 122.68
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 143.70 143.55
PP 143.26 142.96
S1 142.82 142.37

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

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