NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 135.72 135.99 0.27 0.2% 134.68
High 137.79 136.31 -1.48 -1.1% 138.52
Low 133.35 135.00 1.65 1.2% 131.83
Close 137.79 136.00 -1.79 -1.3% 136.00
Range 4.44 1.31 -3.13 -70.5% 6.69
ATR 3.51 3.46 -0.05 -1.5% 0.00
Volume 2,618 3,021 403 15.4% 16,159
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 139.70 139.16 136.72
R3 138.39 137.85 136.36
R2 137.08 137.08 136.24
R1 136.54 136.54 136.12 136.81
PP 135.77 135.77 135.77 135.91
S1 135.23 135.23 135.88 135.50
S2 134.46 134.46 135.76
S3 133.15 133.92 135.64
S4 131.84 132.61 135.28
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 155.52 152.45 139.68
R3 148.83 145.76 137.84
R2 142.14 142.14 137.23
R1 139.07 139.07 136.61 140.61
PP 135.45 135.45 135.45 136.22
S1 132.38 132.38 135.39 133.92
S2 128.76 128.76 134.77
S3 122.07 125.69 134.16
S4 115.38 119.00 132.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.52 131.83 6.69 4.9% 3.09 2.3% 62% False False 3,231
10 138.52 122.90 15.62 11.5% 3.51 2.6% 84% False False 2,500
20 138.52 122.90 15.62 11.5% 2.91 2.1% 84% False False 2,628
40 138.52 108.57 29.95 22.0% 2.01 1.5% 92% False False 1,769
60 138.52 96.69 41.83 30.8% 1.80 1.3% 94% False False 1,342
80 138.52 95.30 43.22 31.8% 1.44 1.1% 94% False False 1,186
100 138.52 84.44 54.08 39.8% 1.21 0.9% 95% False False 1,101
120 138.52 84.44 54.08 39.8% 1.02 0.8% 95% False False 971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 141.88
2.618 139.74
1.618 138.43
1.000 137.62
0.618 137.12
HIGH 136.31
0.618 135.81
0.500 135.66
0.382 135.50
LOW 135.00
0.618 134.19
1.000 133.69
1.618 132.88
2.618 131.57
4.250 129.43
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 135.89 135.73
PP 135.77 135.45
S1 135.66 135.18

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

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