NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 06-May-2008
Day Change Summary
Previous Current
05-May-2008 06-May-2008 Change Change % Previous Week
Open 113.03 116.66 3.63 3.2% 115.28
High 116.97 119.55 2.58 2.2% 115.28
Low 112.70 116.24 3.54 3.1% 107.00
Close 116.74 118.66 1.92 1.6% 113.13
Range 4.27 3.31 -0.96 -22.5% 8.28
ATR 3.11 3.12 0.01 0.5% 0.00
Volume 21,889 21,138 -751 -3.4% 114,514
Daily Pivots for day following 06-May-2008
Classic Woodie Camarilla DeMark
R4 128.08 126.68 120.48
R3 124.77 123.37 119.57
R2 121.46 121.46 119.27
R1 120.06 120.06 118.96 120.76
PP 118.15 118.15 118.15 118.50
S1 116.75 116.75 118.36 117.45
S2 114.84 114.84 118.05
S3 111.53 113.44 117.75
S4 108.22 110.13 116.84
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 136.64 133.17 117.68
R3 128.36 124.89 115.41
R2 120.08 120.08 114.65
R1 116.61 116.61 113.89 114.21
PP 111.80 111.80 111.80 110.60
S1 108.33 108.33 112.37 105.93
S2 103.52 103.52 111.61
S3 95.24 100.05 110.85
S4 86.96 91.77 108.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.55 107.00 12.55 10.6% 4.03 3.4% 93% True False 23,970
10 119.55 107.00 12.55 10.6% 3.47 2.9% 93% True False 22,595
20 119.55 103.76 15.79 13.3% 2.90 2.4% 94% True False 20,570
40 119.55 95.83 23.72 20.0% 3.00 2.5% 96% True False 22,226
60 119.55 90.39 29.16 24.6% 2.77 2.3% 97% True False 22,190
80 119.55 83.90 35.65 30.0% 2.61 2.2% 98% True False 20,877
Crabel Price Patterns
NR True
NR4 True
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.62
2.618 128.22
1.618 124.91
1.000 122.86
0.618 121.60
HIGH 119.55
0.618 118.29
0.500 117.90
0.382 117.50
LOW 116.24
0.618 114.19
1.000 112.93
1.618 110.88
2.618 107.57
4.250 102.17
Fisher Pivots for day following 06-May-2008
Pivot 1 day 3 day
R1 118.41 117.09
PP 118.15 115.52
S1 117.90 113.95

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

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