NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 143.21 145.82 2.61 1.8% 137.50
High 145.58 146.57 0.99 0.7% 142.63
Low 141.85 145.00 3.15 2.2% 133.51
Close 145.12 146.68 1.56 1.1% 141.33
Range 3.73 1.57 -2.16 -57.9% 9.12
ATR 3.27 3.15 -0.12 -3.7% 0.00
Volume 3,713 7,046 3,333 89.8% 10,667
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 150.79 150.31 147.54
R3 149.22 148.74 147.11
R2 147.65 147.65 146.97
R1 147.17 147.17 146.82 147.41
PP 146.08 146.08 146.08 146.21
S1 145.60 145.60 146.54 145.84
S2 144.51 144.51 146.39
S3 142.94 144.03 146.25
S4 141.37 142.46 145.82
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 166.52 163.04 146.35
R3 157.40 153.92 143.84
R2 148.28 148.28 143.00
R1 144.80 144.80 142.17 146.54
PP 139.16 139.16 139.16 140.03
S1 135.68 135.68 140.49 137.42
S2 130.04 130.04 139.66
S3 120.92 126.56 138.82
S4 111.80 117.44 136.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.57 140.00 6.57 4.5% 2.51 1.7% 102% True False 3,651
10 146.57 133.51 13.06 8.9% 2.24 1.5% 101% True False 2,941
20 146.57 130.44 16.13 11.0% 2.88 2.0% 101% True False 2,813
40 146.57 119.92 26.65 18.2% 2.55 1.7% 100% True False 2,549
60 146.57 104.00 42.57 29.0% 2.01 1.4% 100% True False 1,881
80 146.57 96.69 49.88 34.0% 1.82 1.2% 100% True False 1,563
100 146.57 90.95 55.62 37.9% 1.53 1.0% 100% True False 1,391
120 146.57 84.44 62.13 42.4% 1.30 0.9% 100% True False 1,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 153.24
2.618 150.68
1.618 149.11
1.000 148.14
0.618 147.54
HIGH 146.57
0.618 145.97
0.500 145.79
0.382 145.60
LOW 145.00
0.618 144.03
1.000 143.43
1.618 142.46
2.618 140.89
4.250 138.33
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 146.38 145.86
PP 146.08 145.03
S1 145.79 144.21

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

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