NYMEX Light Sweet Crude Oil Future March 2009

Trading Metrics calculated at close of trading on 02-Jul-2008

Day Change Summary
	Previous	Current
	01-Jul-2008	02-Jul-2008	Change	Change %	Previous Week
Open	142.65	143.53	0.88	0.6%	136.78
High	142.65	145.08	2.43	1.7%	141.20
Low	142.65	143.52	0.87	0.6%	134.89
Close	142.65	145.22	2.57	1.8%	141.20
Range	0.00	1.56	1.56		6.31
ATR	2.09	2.12	0.02	1.2%	0.00
Volume	683	1,965	1,282	187.7%	2,519

Daily Pivots for day following 02-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	149.29	148.81	146.08
R3	147.73	147.25	145.65
R2	146.17	146.17	145.51
R1	145.69	145.69	145.36	145.93
PP	144.61	144.61	144.61	144.73
S1	144.13	144.13	145.08	144.37
S2	143.05	143.05	144.93
S3	141.49	142.57	144.79
S4	139.93	141.01	144.36

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	158.03	155.92	144.67
R3	151.72	149.61	142.94
R2	145.41	145.41	142.36
R1	143.30	143.30	141.78	144.36
PP	139.10	139.10	139.10	139.62
S1	136.99	136.99	140.62	138.05
S2	132.79	132.79	140.04
S3	126.48	130.68	139.46
S4	120.17	124.37	137.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.08	138.25	6.83	4.7%	0.75	0.5%	102%	True	False	940
10	145.08	134.89	10.19	7.0%	0.51	0.3%	101%	True	False	841
20	145.08	126.38	18.70	12.9%	0.35	0.2%	101%	True	False	886

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	151.71
2.618	149.16
1.618	147.60
1.000	146.64
0.618	146.04
HIGH	145.08
0.618	144.48
0.500	144.30
0.382	144.12
LOW	143.52
0.618	142.56
1.000	141.96
1.618	141.00
2.618	139.44
4.250	136.89

Fisher Pivots for day following 02-Jul-2008
Pivot	1 day	3 day
R1	144.91	144.59
PP	144.61	143.97
S1	144.30	143.34

Download as Excel Spreadsheet

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

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