NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 142.07 144.65 2.58 1.8% 135.20
High 144.94 146.43 1.49 1.0% 143.54
Low 140.70 143.81 3.11 2.2% 132.51
Close 144.14 145.86 1.72 1.2% 140.75
Range 4.24 2.62 -1.62 -38.2% 11.03
ATR 4.68 4.53 -0.15 -3.1% 0.00
Volume 70,679 77,975 7,296 10.3% 347,459
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.23 152.16 147.30
R3 150.61 149.54 146.58
R2 147.99 147.99 146.34
R1 146.92 146.92 146.10 147.46
PP 145.37 145.37 145.37 145.63
S1 144.30 144.30 145.62 144.84
S2 142.75 142.75 145.38
S3 140.13 141.68 145.14
S4 137.51 139.06 144.42
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
5 146.43 139.13 7.30 5.0% 3.82 2.6% 92% True False 74,205
10 146.43 132.25 14.18 9.7% 4.35 3.0% 96% True False 69,819
20 146.43 128.31 18.12 12.4% 5.12 3.5% 97% True False 67,758
40 146.43 120.49 25.94 17.8% 4.50 3.1% 98% True False 54,350
60 146.43 106.75 39.68 27.2% 3.99 2.7% 99% True False 40,471
80 146.43 96.72 49.71 34.1% 3.79 2.6% 99% True False 32,489
100 146.43 93.00 53.43 36.6% 3.43 2.4% 99% True False 27,145
120 146.43 84.70 61.73 42.3% 3.12 2.1% 99% True False 23,022
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 0.85
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 157.57
2.618 153.29
1.618 150.67
1.000 149.05
0.618 148.05
HIGH 146.43
0.618 145.43
0.500 145.12
0.382 144.81
LOW 143.81
0.618 142.19
1.000 141.19
1.618 139.57
2.618 136.95
4.250 132.68
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 145.61 145.07
PP 145.37 144.27
S1 145.12 143.48

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

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