NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 137.17 137.51 0.34 0.2% 138.69
High 138.09 137.62 -0.47 -0.3% 138.85
Low 132.25 134.12 1.87 1.4% 131.33
Close 137.38 135.47 -1.91 -1.4% 135.47
Range 5.84 3.50 -2.34 -40.1% 7.52
ATR 4.99 4.88 -0.11 -2.1% 0.00
Volume 147,040 172,681 25,641 17.4% 850,787
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.24 144.35 137.40
R3 142.74 140.85 136.43
R2 139.24 139.24 136.11
R1 137.35 137.35 135.79 136.55
PP 135.74 135.74 135.74 135.33
S1 133.85 133.85 135.15 133.05
S2 132.24 132.24 134.83
S3 128.74 130.35 134.51
S4 125.24 126.85 133.55
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.78 154.14 139.61
R3 150.26 146.62 137.54
R2 142.74 142.74 136.85
R1 139.10 139.10 136.16 137.16
PP 135.22 135.22 135.22 134.25
S1 131.58 131.58 134.78 129.64
S2 127.70 127.70 134.09
S3 120.18 124.06 133.40
S4 112.66 116.54 131.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.85 131.33 7.52 5.6% 5.73 4.2% 55% False False 170,157
10 139.22 122.05 17.17 12.7% 5.77 4.3% 78% False False 135,161
20 139.22 122.05 17.17 12.7% 5.00 3.7% 78% False False 118,503
40 139.22 108.95 30.27 22.3% 4.17 3.1% 88% False False 75,027
60 139.22 98.05 41.17 30.4% 3.72 2.7% 91% False False 54,251
80 139.22 95.99 43.23 31.9% 3.51 2.6% 91% False False 42,663
100 139.22 86.15 53.07 39.2% 3.17 2.3% 93% False False 34,855
120 139.22 84.33 54.89 40.5% 2.87 2.1% 93% False False 29,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 152.50
2.618 146.78
1.618 143.28
1.000 141.12
0.618 139.78
HIGH 137.62
0.618 136.28
0.500 135.87
0.382 135.46
LOW 134.12
0.618 131.96
1.000 130.62
1.618 128.46
2.618 124.96
4.250 119.25
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 135.87 135.44
PP 135.74 135.41
S1 135.60 135.38

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

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