NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 137.51 135.08 -2.43 -1.8% 138.69
High 137.62 140.42 2.80 2.0% 138.85
Low 134.12 133.57 -0.55 -0.4% 131.33
Close 135.47 135.34 -0.13 -0.1% 135.47
Range 3.50 6.85 3.35 95.7% 7.52
ATR 4.88 5.02 0.14 2.9% 0.00
Volume 172,681 117,818 -54,863 -31.8% 850,787
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.99 153.02 139.11
R3 150.14 146.17 137.22
R2 143.29 143.29 136.60
R1 139.32 139.32 135.97 141.31
PP 136.44 136.44 136.44 137.44
S1 132.47 132.47 134.71 134.46
S2 129.59 129.59 134.08
S3 122.74 125.62 133.46
S4 115.89 118.77 131.57
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
5 140.42 131.33 9.09 6.7% 6.04 4.5% 44% True False 147,324
10 140.42 122.05 18.37 13.6% 6.04 4.5% 72% True False 138,402
20 140.42 122.05 18.37 13.6% 5.22 3.9% 72% True False 122,551
40 140.42 108.95 31.47 23.3% 4.30 3.2% 84% True False 77,626
60 140.42 98.20 42.22 31.2% 3.79 2.8% 88% True False 56,014
80 140.42 96.69 43.73 32.3% 3.57 2.6% 88% True False 44,073
100 140.42 86.15 54.27 40.1% 3.22 2.4% 91% True False 35,994
120 140.42 84.33 56.09 41.4% 2.93 2.2% 91% True False 30,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169.53
2.618 158.35
1.618 151.50
1.000 147.27
0.618 144.65
HIGH 140.42
0.618 137.80
0.500 137.00
0.382 136.19
LOW 133.57
0.618 129.34
1.000 126.72
1.618 122.49
2.618 115.64
4.250 104.46
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 137.00 136.34
PP 136.44 136.00
S1 135.89 135.67

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

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