NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 24-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 24-Mar-2008 Change Change % Previous Week
Open 97.19 98.18 0.99 1.0% 100.58
High 98.70 98.65 -0.05 -0.1% 102.61
Low 96.27 98.10 1.83 1.9% 96.27
Close 98.45 98.05 -0.40 -0.4% 98.45
Range 2.43 0.55 -1.88 -77.4% 6.34
ATR 2.00 1.90 -0.10 -5.2% 0.00
Volume 2,384 3,274 890 37.3% 10,107
Daily Pivots for day following 24-Mar-2008
Classic Woodie Camarilla DeMark
R4 99.92 99.53 98.35
R3 99.37 98.98 98.20
R2 98.82 98.82 98.15
R1 98.43 98.43 98.10 98.35
PP 98.27 98.27 98.27 98.23
S1 97.88 97.88 98.00 97.80
S2 97.72 97.72 97.95
S3 97.17 97.33 97.90
S4 96.62 96.78 97.75
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.13 114.63 101.94
R3 111.79 108.29 100.19
R2 105.45 105.45 99.61
R1 101.95 101.95 99.03 100.53
PP 99.11 99.11 99.11 98.40
S1 95.61 95.61 97.87 94.19
S2 92.77 92.77 97.29
S3 86.43 89.27 96.71
S4 80.09 82.93 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.61 96.27 6.34 6.5% 1.85 1.9% 28% False False 2,676
10 104.69 96.27 8.42 8.6% 1.37 1.4% 21% False False 2,425
20 104.69 96.14 8.55 8.7% 1.26 1.3% 22% False False 1,966
40 104.69 86.22 18.47 18.8% 1.16 1.2% 64% False False 1,346
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.99
2.618 100.09
1.618 99.54
1.000 99.20
0.618 98.99
HIGH 98.65
0.618 98.44
0.500 98.38
0.382 98.31
LOW 98.10
0.618 97.76
1.000 97.55
1.618 97.21
2.618 96.66
4.250 95.76
Fisher Pivots for day following 24-Mar-2008
Pivot 1 day 3 day
R1 98.38 99.40
PP 98.27 98.95
S1 98.16 98.50

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

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