NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 01-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 01-Apr-2008 Change Change % Previous Week
Open 102.75 98.50 -4.25 -4.1% 98.18
High 102.75 98.50 -4.25 -4.1% 103.38
Low 98.34 98.18 -0.16 -0.2% 98.10
Close 98.79 98.22 -0.57 -0.6% 101.90
Range 4.41 0.32 -4.09 -92.7% 5.28
ATR 2.14 2.03 -0.11 -5.1% 0.00
Volume 1,478 1,957 479 32.4% 11,787
Daily Pivots for day following 01-Apr-2008
Classic Woodie Camarilla DeMark
R4 99.26 99.06 98.40
R3 98.94 98.74 98.31
R2 98.62 98.62 98.28
R1 98.42 98.42 98.25 98.36
PP 98.30 98.30 98.30 98.27
S1 98.10 98.10 98.19 98.04
S2 97.98 97.98 98.16
S3 97.66 97.78 98.13
S4 97.34 97.46 98.04
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 98.18 5.20 5.3% 2.26 2.3% 1% False True 2,275
10 103.38 96.27 7.11 7.2% 1.97 2.0% 27% False False 2,285
20 104.69 96.27 8.42 8.6% 1.66 1.7% 23% False False 2,332
40 104.69 86.22 18.47 18.8% 1.36 1.4% 65% False False 1,560
60 104.69 85.48 19.21 19.6% 1.13 1.1% 66% False False 1,209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.17
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 99.86
2.618 99.34
1.618 99.02
1.000 98.82
0.618 98.70
HIGH 98.50
0.618 98.38
0.500 98.34
0.382 98.30
LOW 98.18
0.618 97.98
1.000 97.86
1.618 97.66
2.618 97.34
4.250 96.82
Fisher Pivots for day following 01-Apr-2008
Pivot 1 day 3 day
R1 98.34 100.47
PP 98.30 99.72
S1 98.26 98.97

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

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