NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 10-Apr-2008
Day Change Summary
Previous Current
09-Apr-2008 10-Apr-2008 Change Change % Previous Week
Open 105.18 106.10 0.92 0.9% 102.75
High 107.43 106.10 -1.33 -1.2% 102.75
Low 104.74 105.93 1.19 1.1% 98.15
Close 106.61 106.42 -0.19 -0.2% 103.00
Range 2.69 0.17 -2.52 -93.7% 4.60
ATR 1.95 1.86 -0.09 -4.7% 0.00
Volume 3,441 3,388 -53 -1.5% 13,090
Daily Pivots for day following 10-Apr-2008
Classic Woodie Camarilla DeMark
R4 106.66 106.71 106.51
R3 106.49 106.54 106.47
R2 106.32 106.32 106.45
R1 106.37 106.37 106.44 106.35
PP 106.15 106.15 106.15 106.14
S1 106.20 106.20 106.40 106.18
S2 105.98 105.98 106.39
S3 105.81 106.03 106.37
S4 105.64 105.86 106.33
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
5 107.43 101.70 5.73 5.4% 0.89 0.8% 82% False False 2,242
10 107.43 98.15 9.28 8.7% 1.28 1.2% 89% False False 2,509
20 107.43 96.27 11.16 10.5% 1.49 1.4% 91% False False 2,411
40 107.43 93.04 14.39 13.5% 1.32 1.2% 93% False False 1,908
60 107.43 85.48 21.95 20.6% 1.17 1.1% 95% False False 1,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 106.82
2.618 106.55
1.618 106.38
1.000 106.27
0.618 106.21
HIGH 106.10
0.618 106.04
0.500 106.02
0.382 105.99
LOW 105.93
0.618 105.82
1.000 105.76
1.618 105.65
2.618 105.48
4.250 105.21
Fisher Pivots for day following 10-Apr-2008
Pivot 1 day 3 day
R1 106.29 106.27
PP 106.15 106.12
S1 106.02 105.97

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

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