NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 134.40 135.37 0.97 0.7% 135.85
High 135.30 135.37 0.07 0.1% 136.40
Low 134.00 135.37 1.37 1.0% 134.00
Close 133.39 135.37 1.98 1.5% 135.37
Range 1.30 0.00 -1.30 -100.0% 2.40
ATR 2.35 2.32 -0.03 -1.1% 0.00
Volume 470 856 386 82.1% 2,963
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 135.37 135.37 135.37
R3 135.37 135.37 135.37
R2 135.37 135.37 135.37
R1 135.37 135.37 135.37 135.37
PP 135.37 135.37 135.37 135.37
S1 135.37 135.37 135.37 135.37
S2 135.37 135.37 135.37
S3 135.37 135.37 135.37
S4 135.37 135.37 135.37
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 142.46 141.31 136.69
R3 140.06 138.91 136.03
R2 137.66 137.66 135.81
R1 136.51 136.51 135.59 135.89
PP 135.26 135.26 135.26 134.94
S1 134.11 134.11 135.15 133.49
S2 132.86 132.86 134.93
S3 130.46 131.71 134.71
S4 128.06 129.31 134.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.40 134.00 2.40 1.8% 0.95 0.7% 57% False False 592
10 137.05 131.75 5.30 3.9% 0.80 0.6% 68% False False 1,022
20 137.05 122.85 14.20 10.5% 0.75 0.6% 88% False False 934
40 137.05 108.15 28.90 21.3% 0.94 0.7% 94% False False 775
60 137.05 95.99 41.06 30.3% 0.65 0.5% 96% False False 622
80 137.05 95.99 41.06 30.3% 0.52 0.4% 96% False False 576
100 137.05 86.06 50.99 37.7% 0.44 0.3% 97% False False 519
120 137.05 84.00 53.05 39.2% 0.38 0.3% 97% False False 482
Crabel Price Patterns
NR True
NR4 True
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.37
2.618 135.37
1.618 135.37
1.000 135.37
0.618 135.37
HIGH 135.37
0.618 135.37
0.500 135.37
0.382 135.37
LOW 135.37
0.618 135.37
1.000 135.37
1.618 135.37
2.618 135.37
4.250 135.37
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 135.37 135.31
PP 135.37 135.26
S1 135.37 135.20

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

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