NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 98.90 98.90 0.00 0.0% 106.38
High 100.71 104.65 3.94 3.9% 107.92
Low 98.50 98.90 0.40 0.4% 97.58
Close 100.45 104.37 3.92 3.9% 100.32
Range 2.21 5.75 3.54 160.2% 10.34
ATR 3.39 3.55 0.17 5.0% 0.00
Volume 23,865 37,187 13,322 55.8% 91,351
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.89 117.88 107.53
R3 114.14 112.13 105.95
R2 108.39 108.39 105.42
R1 106.38 106.38 104.90 107.39
PP 102.64 102.64 102.64 103.14
S1 100.63 100.63 103.84 101.64
S2 96.89 96.89 103.32
S3 91.14 94.88 102.79
S4 85.39 89.13 101.21
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 132.96 126.98 106.01
R3 122.62 116.64 103.16
R2 112.28 112.28 102.22
R1 106.30 106.30 101.27 104.12
PP 101.94 101.94 101.94 100.85
S1 95.96 95.96 99.37 93.78
S2 91.60 91.60 98.42
S3 81.26 85.62 97.48
S4 70.92 75.28 94.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.59 97.58 8.01 7.7% 4.72 4.5% 85% False False 29,743
10 107.92 97.58 10.34 9.9% 4.22 4.0% 66% False False 26,050
20 107.92 97.51 10.41 10.0% 3.58 3.4% 66% False False 21,110
40 107.92 86.28 21.64 20.7% 2.84 2.7% 84% False False 13,952
60 107.92 85.17 22.75 21.8% 2.49 2.4% 84% False False 11,307
80 107.92 85.12 22.80 21.8% 2.44 2.3% 84% False False 9,114
100 107.92 85.12 22.80 21.8% 2.17 2.1% 84% False False 7,569
120 107.92 75.05 32.87 31.5% 1.88 1.8% 89% False False 6,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.09
2.618 119.70
1.618 113.95
1.000 110.40
0.618 108.20
HIGH 104.65
0.618 102.45
0.500 101.78
0.382 101.10
LOW 98.90
0.618 95.35
1.000 93.15
1.618 89.60
2.618 83.85
4.250 74.46
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 103.51 103.44
PP 102.64 102.51
S1 101.78 101.58

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

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