NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 135.85 135.38 -0.47 -0.3% 133.96
High 135.85 136.25 0.40 0.3% 137.05
Low 135.85 135.15 -0.70 -0.5% 131.75
Close 136.65 135.78 -0.87 -0.6% 135.92
Range 0.00 1.10 1.10 5.30
ATR 2.30 2.24 -0.06 -2.5% 0.00
Volume 549 476 -73 -13.3% 7,265
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 139.03 138.50 136.39
R3 137.93 137.40 136.08
R2 136.83 136.83 135.98
R1 136.30 136.30 135.88 136.57
PP 135.73 135.73 135.73 135.86
S1 135.20 135.20 135.68 135.47
S2 134.63 134.63 135.58
S3 133.53 134.10 135.48
S4 132.43 133.00 135.18
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.81 148.66 138.84
R3 145.51 143.36 137.38
R2 140.21 140.21 136.89
R1 138.06 138.06 136.41 139.14
PP 134.91 134.91 134.91 135.44
S1 132.76 132.76 135.43 133.84
S2 129.61 129.61 134.95
S3 124.31 127.46 134.46
S4 119.01 122.16 133.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.05 134.89 2.16 1.6% 0.86 0.6% 41% False False 1,239
10 137.05 122.85 14.20 10.5% 0.63 0.5% 91% False False 1,003
20 137.05 122.85 14.20 10.5% 1.11 0.8% 91% False False 941
40 137.05 108.15 28.90 21.3% 0.87 0.6% 96% False False 740
60 137.05 95.99 41.06 30.2% 0.59 0.4% 97% False False 594
80 137.05 95.99 41.06 30.2% 0.48 0.4% 97% False False 586
100 137.05 86.06 50.99 37.6% 0.40 0.3% 98% False False 505
120 137.05 84.00 53.05 39.1% 0.35 0.3% 98% False False 471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140.93
2.618 139.13
1.618 138.03
1.000 137.35
0.618 136.93
HIGH 136.25
0.618 135.83
0.500 135.70
0.382 135.57
LOW 135.15
0.618 134.47
1.000 134.05
1.618 133.37
2.618 132.27
4.250 130.48
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 135.75 135.75
PP 135.73 135.73
S1 135.70 135.70

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

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