NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 122.50 128.33 5.83 4.8% 126.35
High 128.38 138.28 9.90 7.7% 138.28
Low 122.37 128.00 5.63 4.6% 122.37
Close 128.10 137.88 9.78 7.6% 137.88
Range 6.01 10.28 4.27 71.0% 15.91
ATR 3.93 4.39 0.45 11.5% 0.00
Volume 35,220 46,301 11,081 31.5% 174,157
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 165.56 162.00 143.53
R3 155.28 151.72 140.71
R2 145.00 145.00 139.76
R1 141.44 141.44 138.82 143.22
PP 134.72 134.72 134.72 135.61
S1 131.16 131.16 136.94 132.94
S2 124.44 124.44 136.00
S3 114.16 120.88 135.05
S4 103.88 110.60 132.23
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 180.57 175.14 146.63
R3 164.66 159.23 142.26
R2 148.75 148.75 140.80
R1 143.32 143.32 139.34 146.04
PP 132.84 132.84 132.84 134.20
S1 127.41 127.41 136.42 130.13
S2 116.93 116.93 134.96
S3 101.02 111.50 133.50
S4 85.11 95.59 129.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.28 122.37 15.91 11.5% 5.43 3.9% 97% True False 34,831
10 138.28 122.37 15.91 11.5% 4.85 3.5% 97% True False 44,493
20 138.28 120.05 18.23 13.2% 4.33 3.1% 98% True False 41,454
40 138.28 105.18 33.10 24.0% 3.62 2.6% 99% True False 31,493
60 138.28 95.83 42.45 30.8% 3.47 2.5% 99% True False 28,720
80 138.28 92.25 46.03 33.4% 3.20 2.3% 99% True False 27,400
100 138.28 83.90 54.38 39.4% 2.98 2.2% 99% True False 25,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 181.97
2.618 165.19
1.618 154.91
1.000 148.56
0.618 144.63
HIGH 138.28
0.618 134.35
0.500 133.14
0.382 131.93
LOW 128.00
0.618 121.65
1.000 117.72
1.618 111.37
2.618 101.09
4.250 84.31
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 136.30 135.36
PP 134.72 132.84
S1 133.14 130.33

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

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