NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 135.48 132.35 -3.13 -2.3% 127.66
High 138.38 138.85 0.47 0.3% 139.22
Low 131.33 131.91 0.58 0.4% 122.05
Close 131.86 136.98 5.12 3.9% 138.70
Range 7.05 6.94 -0.11 -1.6% 17.17
ATR 4.76 4.92 0.16 3.3% 0.00
Volume 135,735 163,347 27,612 20.3% 500,831
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.73 153.80 140.80
R3 149.79 146.86 138.89
R2 142.85 142.85 138.25
R1 139.92 139.92 137.62 141.39
PP 135.91 135.91 135.91 136.65
S1 132.98 132.98 136.34 134.45
S2 128.97 128.97 135.71
S3 122.03 126.04 135.07
S4 115.09 119.10 133.16
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 184.83 178.94 148.14
R3 167.66 161.77 143.42
R2 150.49 150.49 141.85
R1 144.60 144.60 140.27 147.55
PP 133.32 133.32 133.32 134.80
S1 127.43 127.43 137.13 130.38
S2 116.15 116.15 135.55
S3 98.98 110.26 133.98
S4 81.81 93.09 129.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.22 122.05 17.17 12.5% 7.41 5.4% 87% False False 152,917
10 139.22 122.05 17.17 12.5% 5.88 4.3% 87% False False 126,552
20 139.22 120.61 18.61 13.6% 4.99 3.6% 88% False False 106,706
40 139.22 108.95 30.27 22.1% 4.06 3.0% 93% False False 67,701
60 139.22 97.33 41.89 30.6% 3.70 2.7% 95% False False 49,297
80 139.22 95.79 43.43 31.7% 3.46 2.5% 95% False False 38,768
100 139.22 85.15 54.07 39.5% 3.11 2.3% 96% False False 31,747
120 139.22 84.33 54.89 40.1% 2.80 2.0% 96% False False 26,832
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 1.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.35
2.618 157.02
1.618 150.08
1.000 145.79
0.618 143.14
HIGH 138.85
0.618 136.20
0.500 135.38
0.382 134.56
LOW 131.91
0.618 127.62
1.000 124.97
1.618 120.68
2.618 113.74
4.250 102.42
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 136.45 136.35
PP 135.91 135.72
S1 135.38 135.09

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

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