NYMEX Light Sweet Crude Oil Future November 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 102.57 102.38 -0.19 -0.2% 98.18
High 103.38 102.38 -1.00 -1.0% 103.38
Low 101.89 101.20 -0.69 -0.7% 98.10
Close 103.22 101.90 -1.32 -1.3% 101.90
Range 1.49 1.18 -0.31 -20.8% 5.28
ATR 1.96 1.96 0.00 0.2% 0.00
Volume 3,036 2,520 -516 -17.0% 11,787
Daily Pivots for day following 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.37 104.81 102.55
R3 104.19 103.63 102.22
R2 103.01 103.01 102.12
R1 102.45 102.45 102.01 102.14
PP 101.83 101.83 101.83 101.67
S1 101.27 101.27 101.79 100.96
S2 100.65 100.65 101.68
S3 99.47 100.09 101.58
S4 98.29 98.91 101.25
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.97 114.71 104.80
R3 111.69 109.43 103.35
R2 106.41 106.41 102.87
R1 104.15 104.15 102.38 105.28
PP 101.13 101.13 101.13 101.69
S1 98.87 98.87 101.42 100.00
S2 95.85 95.85 100.93
S3 90.57 93.59 100.45
S4 85.29 88.31 99.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.38 98.10 5.28 5.2% 1.63 1.6% 72% False False 2,357
10 104.69 96.27 8.42 8.3% 1.79 1.8% 67% False False 2,374
20 104.69 96.27 8.42 8.3% 1.55 1.5% 67% False False 2,240
40 104.69 86.22 18.47 18.1% 1.26 1.2% 85% False False 1,502
60 104.69 85.48 19.21 18.9% 1.08 1.1% 85% False False 1,160
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.40
2.618 105.47
1.618 104.29
1.000 103.56
0.618 103.11
HIGH 102.38
0.618 101.93
0.500 101.79
0.382 101.65
LOW 101.20
0.618 100.47
1.000 100.02
1.618 99.29
2.618 98.11
4.250 96.19
Fisher Pivots for day following 28-Mar-2008
Pivot 1 day 3 day
R1 101.86 101.53
PP 101.83 101.15
S1 101.79 100.78

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

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