NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 99.11 104.00 4.89 4.9% 103.40
High 102.79 104.00 1.21 1.2% 104.63
Low 99.61 102.45 2.84 2.9% 96.67
Close 102.68 103.66 0.98 1.0% 98.77
Range 3.18 1.55 -1.63 -51.3% 7.96
ATR 2.33 2.27 -0.06 -2.4% 0.00
Volume 4,753 4,788 35 0.7% 17,757
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.02 107.39 104.51
R3 106.47 105.84 104.09
R2 104.92 104.92 103.94
R1 104.29 104.29 103.80 103.83
PP 103.37 103.37 103.37 103.14
S1 102.74 102.74 103.52 102.28
S2 101.82 101.82 103.38
S3 100.27 101.19 103.23
S4 98.72 99.64 102.81
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
5 104.00 96.67 7.33 7.1% 1.92 1.9% 95% True False 4,297
10 105.20 96.67 8.53 8.2% 2.18 2.1% 82% False False 3,904
20 105.20 96.67 8.53 8.2% 2.06 2.0% 82% False False 3,478
40 105.20 86.34 18.86 18.2% 1.66 1.6% 92% False False 2,216
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.59
2.618 108.06
1.618 106.51
1.000 105.55
0.618 104.96
HIGH 104.00
0.618 103.41
0.500 103.23
0.382 103.04
LOW 102.45
0.618 101.49
1.000 100.90
1.618 99.94
2.618 98.39
4.250 95.86
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 103.52 102.74
PP 103.37 101.82
S1 103.23 100.90

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

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