NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 102.00 100.72 -1.28 -1.3% 97.26
High 102.82 102.71 -0.11 -0.1% 103.14
Low 100.80 97.20 -3.60 -3.6% 96.81
Close 101.46 98.37 -3.09 -3.0% 101.46
Range 2.02 5.51 3.49 172.8% 6.33
ATR 2.84 3.03 0.19 6.7% 0.00
Volume 20,311 18,553 -1,758 -8.7% 107,836
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 115.96 112.67 101.40
R3 110.45 107.16 99.89
R2 104.94 104.94 99.38
R1 101.65 101.65 98.88 100.54
PP 99.43 99.43 99.43 98.87
S1 96.14 96.14 97.86 95.03
S2 93.92 93.92 97.36
S3 88.41 90.63 96.85
S4 82.90 85.12 95.34
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.46 116.79 104.94
R3 113.13 110.46 103.20
R2 106.80 106.80 102.62
R1 104.13 104.13 102.04 105.47
PP 100.47 100.47 100.47 101.14
S1 97.80 97.80 100.88 99.14
S2 94.14 94.14 100.30
S3 87.81 91.47 99.72
S4 81.48 85.14 97.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.14 96.81 6.33 6.4% 3.05 3.1% 25% False False 19,550
10 105.00 95.83 9.17 9.3% 3.71 3.8% 28% False False 23,239
20 105.00 95.83 9.17 9.3% 3.18 3.2% 28% False False 27,225
40 105.00 85.60 19.40 19.7% 2.64 2.7% 66% False False 22,607
60 105.00 83.90 21.10 21.4% 2.44 2.5% 69% False False 20,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126.13
2.618 117.14
1.618 111.63
1.000 108.22
0.618 106.12
HIGH 102.71
0.618 100.61
0.500 99.96
0.382 99.30
LOW 97.20
0.618 93.79
1.000 91.69
1.618 88.28
2.618 82.77
4.250 73.78
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 99.96 100.17
PP 99.43 99.57
S1 98.90 98.97

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

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