NYMEX Light Sweet Crude Oil Future March 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 135.10 136.40 1.30 1.0% 136.62
High 135.10 136.40 1.30 1.0% 137.49
Low 135.10 135.15 0.05 0.0% 135.10
Close 133.27 135.21 1.94 1.5% 135.21
Range 0.00 1.25 1.25 2.39
ATR 2.26 2.33 0.06 2.7% 0.00
Volume 1,314 1,262 -52 -4.0% 5,812
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 139.34 138.52 135.90
R3 138.09 137.27 135.55
R2 136.84 136.84 135.44
R1 136.02 136.02 135.32 135.81
PP 135.59 135.59 135.59 135.48
S1 134.77 134.77 135.10 134.56
S2 134.34 134.34 134.98
S3 133.09 133.52 134.87
S4 131.84 132.27 134.52
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 143.10 141.55 136.52
R3 140.71 139.16 135.87
R2 138.32 138.32 135.65
R1 136.77 136.77 135.43 136.35
PP 135.93 135.93 135.93 135.73
S1 134.38 134.38 134.99 133.96
S2 133.54 133.54 134.77
S3 131.15 131.99 134.55
S4 128.76 129.60 133.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.49 135.10 2.39 1.8% 0.26 0.2% 5% False False 1,162
10 137.49 133.70 3.79 2.8% 0.25 0.2% 40% False False 1,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 141.71
2.618 139.67
1.618 138.42
1.000 137.65
0.618 137.17
HIGH 136.40
0.618 135.92
0.500 135.78
0.382 135.63
LOW 135.15
0.618 134.38
1.000 133.90
1.618 133.13
2.618 131.88
4.250 129.84
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 135.78 136.30
PP 135.59 135.93
S1 135.40 135.57

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

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