NYMEX Light Sweet Crude Oil Future February 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 142.10 146.66 4.56 3.2% 136.43
High 143.73 146.66 2.93 2.0% 143.60
Low 142.10 146.66 4.56 3.2% 135.10
Close 145.21 146.79 1.58 1.1% 141.27
Range 1.63 0.00 -1.63 -100.0% 8.50
ATR 2.27 2.21 -0.06 -2.6% 0.00
Volume 2,247 1,800 -447 -19.9% 2,113
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 146.70 146.75 146.79
R3 146.70 146.75 146.79
R2 146.70 146.70 146.79
R1 146.75 146.75 146.79 146.73
PP 146.70 146.70 146.70 146.69
S1 146.75 146.75 146.79 146.73
S2 146.70 146.70 146.79
S3 146.70 146.75 146.79
S4 146.70 146.75 146.79
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 165.49 161.88 145.95
R3 156.99 153.38 143.61
R2 148.49 148.49 142.83
R1 144.88 144.88 142.05 146.69
PP 139.99 139.99 139.99 140.89
S1 136.38 136.38 140.49 138.19
S2 131.49 131.49 139.71
S3 122.99 127.88 138.93
S4 114.49 119.38 136.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.66 140.53 6.13 4.2% 1.00 0.7% 102% True False 1,263
10 146.66 135.10 11.56 7.9% 1.18 0.8% 101% True False 860
20 146.66 131.75 14.91 10.2% 1.09 0.7% 101% True False 919
40 146.66 119.30 27.36 18.6% 1.14 0.8% 100% True False 889
60 146.66 104.84 41.82 28.5% 0.84 0.6% 100% True False 716
80 146.66 95.99 50.67 34.5% 0.65 0.4% 100% True False 645
100 146.66 90.70 55.96 38.1% 0.54 0.4% 100% True False 590
120 146.66 84.00 62.66 42.7% 0.47 0.3% 100% True False 527
Crabel Price Patterns
NR True
NR4 False
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 0.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.66
2.618 146.66
1.618 146.66
1.000 146.66
0.618 146.66
HIGH 146.66
0.618 146.66
0.500 146.66
0.382 146.66
LOW 146.66
0.618 146.66
1.000 146.66
1.618 146.66
2.618 146.66
4.250 146.66
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 146.75 145.99
PP 146.70 145.18
S1 146.66 144.38

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

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