NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 135.62 140.01 4.39 3.2% 135.09
High 141.23 144.05 2.82 2.0% 144.05
Low 134.86 139.96 5.10 3.8% 133.10
Close 140.62 141.32 0.70 0.5% 141.32
Range 6.37 4.09 -2.28 -35.8% 10.95
ATR 4.64 4.60 -0.04 -0.8% 0.00
Volume 44,493 34,555 -9,938 -22.3% 147,330
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 154.05 151.77 143.57
R3 149.96 147.68 142.44
R2 145.87 145.87 142.07
R1 143.59 143.59 141.69 144.73
PP 141.78 141.78 141.78 142.35
S1 139.50 139.50 140.95 140.64
S2 137.69 137.69 140.57
S3 133.60 135.41 140.20
S4 129.51 131.32 139.07
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 172.34 167.78 147.34
R3 161.39 156.83 144.33
R2 150.44 150.44 143.33
R1 145.88 145.88 142.32 148.16
PP 139.49 139.49 139.49 140.63
S1 134.93 134.93 140.32 137.21
S2 128.54 128.54 139.31
S3 117.59 123.98 138.31
S4 106.64 113.03 135.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.05 133.10 10.95 7.7% 4.38 3.1% 75% True False 29,466
10 144.05 132.90 11.15 7.9% 4.55 3.2% 76% True False 32,272
20 144.05 122.37 21.68 15.3% 4.95 3.5% 87% True False 37,828
40 144.05 108.34 35.71 25.3% 4.43 3.1% 92% True False 38,693
60 144.05 100.02 44.03 31.2% 3.83 2.7% 94% True False 32,487
80 144.05 95.83 48.22 34.1% 3.65 2.6% 94% True False 31,066
100 144.05 85.60 58.45 41.4% 3.39 2.4% 95% True False 28,684
120 144.05 83.90 60.15 42.6% 3.16 2.2% 95% True False 26,669
Crabel Price Patterns
NR True
NR4 False
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 0.79
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161.43
2.618 154.76
1.618 150.67
1.000 148.14
0.618 146.58
HIGH 144.05
0.618 142.49
0.500 142.01
0.382 141.52
LOW 139.96
0.618 137.43
1.000 135.87
1.618 133.34
2.618 129.25
4.250 122.58
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 142.01 140.41
PP 141.78 139.49
S1 141.55 138.58

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

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