NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 104.74 104.74 0.00 0.0% 102.75
High 105.23 105.14 -0.09 -0.1% 102.75
Low 104.74 104.51 -0.23 -0.2% 98.15
Close 105.47 104.71 -0.76 -0.7% 103.00
Range 0.49 0.63 0.14 28.6% 4.60
ATR 1.96 1.89 -0.07 -3.7% 0.00
Volume 1,075 1,576 501 46.6% 13,090
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 106.68 106.32 105.06
R3 106.05 105.69 104.88
R2 105.42 105.42 104.83
R1 105.06 105.06 104.77 104.93
PP 104.79 104.79 104.79 104.72
S1 104.43 104.43 104.65 104.30
S2 104.16 104.16 104.59
S3 103.53 103.80 104.54
S4 102.90 103.17 104.36
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.10 113.65 105.53
R3 110.50 109.05 104.27
R2 105.90 105.90 103.84
R1 104.45 104.45 103.42 105.18
PP 101.30 101.30 101.30 101.66
S1 99.85 99.85 102.58 100.58
S2 96.70 96.70 102.16
S3 92.10 95.25 101.74
S4 87.50 90.65 100.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.23 98.15 7.08 6.8% 0.81 0.8% 93% False False 2,461
10 105.23 98.15 7.08 6.8% 1.54 1.5% 93% False False 2,368
20 105.23 96.27 8.96 8.6% 1.39 1.3% 94% False False 2,341
40 105.23 90.98 14.25 13.6% 1.27 1.2% 96% False False 1,777
60 105.23 85.48 19.75 18.9% 1.14 1.1% 97% False False 1,353
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.82
2.618 106.79
1.618 106.16
1.000 105.77
0.618 105.53
HIGH 105.14
0.618 104.90
0.500 104.83
0.382 104.75
LOW 104.51
0.618 104.12
1.000 103.88
1.618 103.49
2.618 102.86
4.250 101.83
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 104.83 104.30
PP 104.79 103.88
S1 104.75 103.47

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

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