NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 28-Mar-2008
Day Change Summary
Previous Current
27-Mar-2008 28-Mar-2008 Change Change % Previous Week
Open 101.87 100.99 -0.88 -0.9% 97.70
High 102.32 100.99 -1.33 -1.3% 102.32
Low 101.87 100.99 -0.88 -0.9% 96.69
Close 102.32 100.99 -1.33 -1.3% 100.99
Range 0.45 0.00 -0.45 -100.0% 5.63
ATR 1.35 1.35 0.00 -0.1% 0.00
Volume 734 260 -474 -64.6% 1,995
Daily Pivots for day following 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 100.99 100.99 100.99
R3 100.99 100.99 100.99
R2 100.99 100.99 100.99
R1 100.99 100.99 100.99 100.99
PP 100.99 100.99 100.99 100.99
S1 100.99 100.99 100.99 100.99
S2 100.99 100.99 100.99
S3 100.99 100.99 100.99
S4 100.99 100.99 100.99
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.89 114.57 104.09
R3 111.26 108.94 102.54
R2 105.63 105.63 102.02
R1 103.31 103.31 101.51 104.47
PP 100.00 100.00 100.00 100.58
S1 97.68 97.68 100.47 98.84
S2 94.37 94.37 99.96
S3 88.74 92.05 99.44
S4 83.11 86.42 97.89
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 5.6% 0.57 0.6% 76% False False 399
10 104.10 96.69 7.41 7.3% 0.63 0.6% 58% False False 534
20 104.10 96.69 7.41 7.3% 0.43 0.4% 58% False False 631
40 104.10 86.00 18.10 17.9% 0.37 0.4% 83% False False 724
60 104.10 84.44 19.66 19.5% 0.29 0.3% 84% False False 619
80 104.10 83.94 20.16 20.0% 0.40 0.4% 85% False False 613
100 104.10 82.46 21.64 21.4% 0.60 0.6% 86% False False 635
120 104.10 74.49 29.61 29.3% 0.53 0.5% 89% False False 613
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 100.99
2.618 100.99
1.618 100.99
1.000 100.99
0.618 100.99
HIGH 100.99
0.618 100.99
0.500 100.99
0.382 100.99
LOW 100.99
0.618 100.99
1.000 100.99
1.618 100.99
2.618 100.99
4.250 100.99
Fisher Pivots for day following 28-Mar-2008
Pivot 1 day 3 day
R1 100.99 101.44
PP 100.99 101.29
S1 100.99 101.14

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

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