NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 130.21 136.08 5.87 4.5% 122.87
High 135.50 136.08 0.58 0.4% 125.96
Low 130.21 130.10 -0.11 -0.1% 121.97
Close 134.35 130.49 -3.86 -2.9% 125.26
Range 5.29 5.98 0.69 13.0% 3.99
ATR 2.35 2.61 0.26 11.0% 0.00
Volume 3,720 3,514 -206 -5.5% 8,781
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 150.16 146.31 133.78
R3 144.18 140.33 132.13
R2 138.20 138.20 131.59
R1 134.35 134.35 131.04 133.29
PP 132.22 132.22 132.22 131.69
S1 128.37 128.37 129.94 127.31
S2 126.24 126.24 129.39
S3 120.26 122.39 128.85
S4 114.28 116.41 127.20
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 136.37 134.80 127.45
R3 132.38 130.81 126.36
R2 128.39 128.39 125.99
R1 126.82 126.82 125.63 127.61
PP 124.40 124.40 124.40 124.79
S1 122.83 122.83 124.89 123.62
S2 120.41 120.41 124.53
S3 116.42 118.84 124.16
S4 112.43 114.85 123.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.08 125.00 11.08 8.5% 3.20 2.5% 50% True False 2,295
10 136.08 121.97 14.11 10.8% 2.31 1.8% 60% True False 2,015
20 136.08 108.57 27.51 21.1% 1.70 1.3% 80% True False 1,371
40 136.08 97.38 38.70 29.7% 1.57 1.2% 86% True False 936
60 136.08 96.69 39.39 30.2% 1.19 0.9% 86% True False 834
80 136.08 86.00 50.08 38.4% 0.97 0.7% 89% True False 828
100 136.08 84.44 51.64 39.6% 0.80 0.6% 89% True False 748
120 136.08 83.94 52.14 40.0% 0.80 0.6% 89% True False 719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 171 trading days
Fibonacci Retracements and Extensions
4.250 161.50
2.618 151.74
1.618 145.76
1.000 142.06
0.618 139.78
HIGH 136.08
0.618 133.80
0.500 133.09
0.382 132.38
LOW 130.10
0.618 126.40
1.000 124.12
1.618 120.42
2.618 114.44
4.250 104.69
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 133.09 131.72
PP 132.22 131.31
S1 131.36 130.90

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

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