NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 133.36 135.09 1.73 1.3% 135.99
High 137.88 138.50 0.62 0.4% 140.71
Low 132.90 134.69 1.79 1.3% 132.90
Close 135.66 137.23 1.57 1.2% 135.66
Range 4.98 3.81 -1.17 -23.5% 7.81
ATR 4.67 4.61 -0.06 -1.3% 0.00
Volume 36,962 25,074 -11,888 -32.2% 175,393
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 148.24 146.54 139.33
R3 144.43 142.73 138.28
R2 140.62 140.62 137.93
R1 138.92 138.92 137.58 139.77
PP 136.81 136.81 136.81 137.23
S1 135.11 135.11 136.88 135.96
S2 133.00 133.00 136.53
S3 129.19 131.30 136.18
S4 125.38 127.49 135.13
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 159.85 155.57 139.96
R3 152.04 147.76 137.81
R2 144.23 144.23 137.09
R1 139.95 139.95 136.38 138.19
PP 136.42 136.42 136.42 135.54
S1 132.14 132.14 134.94 130.38
S2 128.61 128.61 134.23
S3 120.80 124.33 133.51
S4 112.99 116.52 131.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.61 132.90 5.71 4.2% 4.28 3.1% 76% False False 33,734
10 140.71 131.72 8.99 6.6% 4.89 3.6% 61% False False 37,043
20 140.71 122.37 18.34 13.4% 4.96 3.6% 81% False False 40,870
40 140.71 107.00 33.71 24.6% 4.29 3.1% 90% False False 37,824
60 140.71 96.62 44.09 32.1% 3.78 2.8% 92% False False 31,820
80 140.71 95.83 44.88 32.7% 3.58 2.6% 92% False False 30,731
100 140.71 85.60 55.11 40.2% 3.30 2.4% 94% False False 28,128
120 140.71 83.90 56.81 41.4% 3.07 2.2% 94% False False 26,114
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 0.95
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 154.69
2.618 148.47
1.618 144.66
1.000 142.31
0.618 140.85
HIGH 138.50
0.618 137.04
0.500 136.60
0.382 136.15
LOW 134.69
0.618 132.34
1.000 130.88
1.618 128.53
2.618 124.72
4.250 118.50
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 137.02 136.74
PP 136.81 136.25
S1 136.60 135.76

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

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