NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 07-May-2008
Day Change Summary
Previous Current
06-May-2008 07-May-2008 Change Change % Previous Week
Open 116.66 118.55 1.89 1.6% 115.28
High 119.55 121.14 1.59 1.3% 115.28
Low 116.24 117.64 1.40 1.2% 107.00
Close 118.66 120.80 2.14 1.8% 113.13
Range 3.31 3.50 0.19 5.7% 8.28
ATR 3.12 3.15 0.03 0.9% 0.00
Volume 21,138 33,786 12,648 59.8% 114,514
Daily Pivots for day following 07-May-2008
Classic Woodie Camarilla DeMark
R4 130.36 129.08 122.73
R3 126.86 125.58 121.76
R2 123.36 123.36 121.44
R1 122.08 122.08 121.12 122.72
PP 119.86 119.86 119.86 120.18
S1 118.58 118.58 120.48 119.22
S2 116.36 116.36 120.16
S3 112.86 115.08 119.84
S4 109.36 111.58 118.88
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
5 121.14 107.00 14.14 11.7% 4.10 3.4% 98% True False 26,029
10 121.14 107.00 14.14 11.7% 3.63 3.0% 98% True False 23,446
20 121.14 104.47 16.67 13.8% 2.91 2.4% 98% True False 21,131
40 121.14 95.83 25.31 21.0% 3.03 2.5% 99% True False 22,150
60 121.14 90.69 30.45 25.2% 2.80 2.3% 99% True False 22,397
80 121.14 83.90 37.24 30.8% 2.64 2.2% 99% True False 21,128
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.02
2.618 130.30
1.618 126.80
1.000 124.64
0.618 123.30
HIGH 121.14
0.618 119.80
0.500 119.39
0.382 118.98
LOW 117.64
0.618 115.48
1.000 114.14
1.618 111.98
2.618 108.48
4.250 102.77
Fisher Pivots for day following 07-May-2008
Pivot 1 day 3 day
R1 120.33 119.51
PP 119.86 118.21
S1 119.39 116.92

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

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