NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
24-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 98.44 99.11 0.67 0.7% 103.40
High 99.15 99.11 -0.04 0.0% 104.63
Low 97.70 97.80 0.10 0.1% 96.67
Close 98.37 99.32 0.95 1.0% 98.77
Range 1.45 1.31 -0.14 -9.7% 7.96
ATR 2.31 2.24 -0.07 -3.1% 0.00
Volume 4,876 1,506 -3,370 -69.1% 17,757
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.67 102.31 100.04
R3 101.36 101.00 99.68
R2 100.05 100.05 99.56
R1 99.69 99.69 99.44 99.87
PP 98.74 98.74 98.74 98.84
S1 98.38 98.38 99.20 98.56
S2 97.43 97.43 99.08
S3 96.12 97.07 98.96
S4 94.81 95.76 98.60
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 123.90 119.30 103.15
R3 115.94 111.34 100.96
R2 107.98 107.98 100.23
R1 103.38 103.38 99.50 101.70
PP 100.02 100.02 100.02 99.19
S1 95.42 95.42 98.04 93.74
S2 92.06 92.06 97.31
S3 84.10 87.46 96.58
S4 76.14 79.50 94.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.63 96.67 7.96 8.0% 2.35 2.4% 33% False False 4,119
10 105.20 96.67 8.53 8.6% 2.08 2.1% 31% False False 3,681
20 105.20 96.67 8.53 8.6% 1.90 1.9% 31% False False 3,094
40 105.20 86.34 18.86 19.0% 1.57 1.6% 69% False False 2,008
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.68
2.618 102.54
1.618 101.23
1.000 100.42
0.618 99.92
HIGH 99.11
0.618 98.61
0.500 98.46
0.382 98.30
LOW 97.80
0.618 96.99
1.000 96.49
1.618 95.68
2.618 94.37
4.250 92.23
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 99.03 98.85
PP 98.74 98.38
S1 98.46 97.91

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

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