NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 14-May-2008
Day Change Summary
Previous Current
13-May-2008 14-May-2008 Change Change % Previous Week
Open 122.71 124.29 1.58 1.3% 113.94
High 124.50 124.57 0.07 0.1% 125.05
Low 122.70 123.55 0.85 0.7% 113.94
Close 124.41 123.62 -0.79 -0.6% 124.83
Range 1.80 1.02 -0.78 -43.3% 11.11
ATR 2.30 2.21 -0.09 -4.0% 0.00
Volume 7,502 5,297 -2,205 -29.4% 19,821
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 126.97 126.32 124.18
R3 125.95 125.30 123.90
R2 124.93 124.93 123.81
R1 124.28 124.28 123.71 124.10
PP 123.91 123.91 123.91 123.82
S1 123.26 123.26 123.53 123.08
S2 122.89 122.89 123.43
S3 121.87 122.24 123.34
S4 120.85 121.22 123.06
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 154.60 150.83 130.94
R3 143.49 139.72 127.89
R2 132.38 132.38 126.87
R1 128.61 128.61 125.85 130.50
PP 121.27 121.27 121.27 122.22
S1 117.50 117.50 123.81 119.39
S2 110.16 110.16 122.79
S3 99.05 106.39 121.77
S4 87.94 95.28 118.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.05 120.18 4.87 3.9% 1.70 1.4% 71% False False 6,146
10 125.05 107.60 17.45 14.1% 2.35 1.9% 92% False False 4,976
20 125.05 107.60 17.45 14.1% 2.01 1.6% 92% False False 3,847
40 125.05 96.27 28.78 23.3% 1.73 1.4% 95% False False 3,041
60 125.05 95.37 29.68 24.0% 1.53 1.2% 95% False False 2,586
80 125.05 85.48 39.57 32.0% 1.37 1.1% 96% False False 2,114
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 128.91
2.618 127.24
1.618 126.22
1.000 125.59
0.618 125.20
HIGH 124.57
0.618 124.18
0.500 124.06
0.382 123.94
LOW 123.55
0.618 122.92
1.000 122.53
1.618 121.90
2.618 120.88
4.250 119.22
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 124.06 123.80
PP 123.91 123.74
S1 123.77 123.68

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

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