NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
24-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 97.70 98.31 0.61 0.6% 99.08
High 97.70 98.31 0.61 0.6% 102.68
Low 97.45 96.69 -0.76 -0.8% 97.80
Close 97.40 98.31 0.91 0.9% 97.80
Range 0.25 1.62 1.37 548.0% 4.88
ATR 1.25 1.28 0.03 2.1% 0.00
Volume 574 112 -462 -80.5% 2,902
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.63 102.09 99.20
R3 101.01 100.47 98.76
R2 99.39 99.39 98.61
R1 98.85 98.85 98.46 99.12
PP 97.77 97.77 97.77 97.91
S1 97.23 97.23 98.16 97.50
S2 96.15 96.15 98.01
S3 94.53 95.61 97.86
S4 92.91 93.99 97.42
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.07 110.81 100.48
R3 109.19 105.93 99.14
R2 104.31 104.31 98.69
R1 101.05 101.05 98.25 100.24
PP 99.43 99.43 99.43 99.02
S1 96.17 96.17 97.35 95.36
S2 94.55 94.55 96.91
S3 89.67 91.29 96.46
S4 84.79 86.41 95.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.68 96.69 5.99 6.1% 0.83 0.8% 27% False True 657
10 104.10 96.69 7.41 7.5% 0.60 0.6% 22% False True 722
20 104.10 96.69 7.41 7.5% 0.42 0.4% 22% False True 677
40 104.10 86.00 18.10 18.4% 0.36 0.4% 68% False False 714
60 104.10 84.44 19.66 20.0% 0.28 0.3% 71% False False 609
80 104.10 83.94 20.16 20.5% 0.43 0.4% 71% False False 647
100 104.10 82.46 21.64 22.0% 0.61 0.6% 73% False False 634
120 104.10 73.60 30.50 31.0% 0.52 0.5% 81% False False 628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.20
2.618 102.55
1.618 100.93
1.000 99.93
0.618 99.31
HIGH 98.31
0.618 97.69
0.500 97.50
0.382 97.31
LOW 96.69
0.618 95.69
1.000 95.07
1.618 94.07
2.618 92.45
4.250 89.81
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 98.04 98.04
PP 97.77 97.77
S1 97.50 97.50

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

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