NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 100.55 101.87 1.32 1.3% 99.08
High 101.06 102.32 1.26 1.2% 102.68
Low 100.55 101.87 1.32 1.3% 97.80
Close 101.39 102.32 0.93 0.9% 97.80
Range 0.51 0.45 -0.06 -11.8% 4.88
ATR 1.38 1.35 -0.03 -2.3% 0.00
Volume 315 734 419 133.0% 2,902
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 103.52 103.37 102.57
R3 103.07 102.92 102.44
R2 102.62 102.62 102.40
R1 102.47 102.47 102.36 102.55
PP 102.17 102.17 102.17 102.21
S1 102.02 102.02 102.28 102.10
S2 101.72 101.72 102.24
S3 101.27 101.57 102.20
S4 100.82 101.12 102.07
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
5 102.32 96.69 5.63 5.5% 0.57 0.6% 100% True False 400
10 104.10 96.69 7.41 7.2% 0.63 0.6% 76% False False 652
20 104.10 96.69 7.41 7.2% 0.43 0.4% 76% False False 630
40 104.10 86.00 18.10 17.7% 0.38 0.4% 90% False False 719
60 104.10 84.44 19.66 19.2% 0.29 0.3% 91% False False 622
80 104.10 83.94 20.16 19.7% 0.41 0.4% 91% False False 610
100 104.10 82.46 21.64 21.1% 0.60 0.6% 92% False False 634
120 104.10 74.49 29.61 28.9% 0.53 0.5% 94% False False 626
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.23
2.618 103.50
1.618 103.05
1.000 102.77
0.618 102.60
HIGH 102.32
0.618 102.15
0.500 102.10
0.382 102.04
LOW 101.87
0.618 101.59
1.000 101.42
1.618 101.14
2.618 100.69
4.250 99.96
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 102.25 101.38
PP 102.17 100.44
S1 102.10 99.51

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

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