NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 28-Mar-2008
Day Change Summary
Previous Current
27-Mar-2008 28-Mar-2008 Change Change % Previous Week
Open 104.00 102.94 -1.06 -1.0% 98.44
High 104.00 103.20 -0.80 -0.8% 104.00
Low 102.45 101.62 -0.83 -0.8% 97.70
Close 103.66 102.35 -1.31 -1.3% 102.35
Range 1.55 1.58 0.03 1.9% 6.30
ATR 2.27 2.26 -0.02 -0.7% 0.00
Volume 4,788 3,364 -1,424 -29.7% 19,287
Daily Pivots for day following 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.13 106.32 103.22
R3 105.55 104.74 102.78
R2 103.97 103.97 102.64
R1 103.16 103.16 102.49 102.78
PP 102.39 102.39 102.39 102.20
S1 101.58 101.58 102.21 101.20
S2 100.81 100.81 102.06
S3 99.23 100.00 101.92
S4 97.65 98.42 101.48
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.25 117.60 105.82
R3 113.95 111.30 104.08
R2 107.65 107.65 103.51
R1 105.00 105.00 102.93 106.33
PP 101.35 101.35 101.35 102.01
S1 98.70 98.70 101.77 100.03
S2 95.05 95.05 101.20
S3 88.75 92.40 100.62
S4 82.45 86.10 98.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.00 97.70 6.30 6.2% 1.81 1.8% 74% False False 3,857
10 105.20 96.67 8.53 8.3% 2.22 2.2% 67% False False 3,987
20 105.20 96.67 8.53 8.3% 2.04 2.0% 67% False False 3,578
40 105.20 86.34 18.86 18.4% 1.67 1.6% 85% False False 2,294
60 105.20 84.60 20.60 20.1% 1.30 1.3% 86% False False 1,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.92
2.618 107.34
1.618 105.76
1.000 104.78
0.618 104.18
HIGH 103.20
0.618 102.60
0.500 102.41
0.382 102.22
LOW 101.62
0.618 100.64
1.000 100.04
1.618 99.06
2.618 97.48
4.250 94.91
Fisher Pivots for day following 28-Mar-2008
Pivot 1 day 3 day
R1 102.41 102.17
PP 102.39 101.99
S1 102.37 101.81

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

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