NYMEX Light Sweet Crude Oil Future September 2008


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 98.20 98.01 -0.19 -0.2% 106.07
High 100.00 100.11 0.11 0.1% 106.07
Low 97.44 97.83 0.39 0.4% 96.72
Close 98.73 99.69 0.96 1.0% 99.14
Range 2.56 2.28 -0.28 -10.9% 9.35
ATR 2.77 2.74 -0.04 -1.3% 0.00
Volume 8,640 3,776 -4,864 -56.3% 30,302
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 106.05 105.15 100.94
R3 103.77 102.87 100.32
R2 101.49 101.49 100.11
R1 100.59 100.59 99.90 101.04
PP 99.21 99.21 99.21 99.44
S1 98.31 98.31 99.48 98.76
S2 96.93 96.93 99.27
S3 94.65 96.03 99.06
S4 92.37 93.75 98.44
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 128.69 123.27 104.28
R3 119.34 113.92 101.71
R2 109.99 109.99 100.85
R1 104.57 104.57 100.00 102.61
PP 100.64 100.64 100.64 99.66
S1 95.22 95.22 98.28 93.26
S2 91.29 91.29 97.43
S3 81.94 85.87 96.57
S4 72.59 76.52 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.07 96.72 9.35 9.4% 3.49 3.5% 32% False False 7,502
10 106.07 96.72 9.35 9.4% 3.04 3.1% 32% False False 8,345
20 106.07 96.72 9.35 9.4% 2.68 2.7% 32% False False 7,064
40 106.07 86.44 19.63 19.7% 2.15 2.2% 67% False False 5,096
60 106.07 84.70 21.37 21.4% 1.83 1.8% 70% False False 4,048
80 106.07 84.34 21.73 21.8% 1.69 1.7% 71% False False 3,540
100 106.07 84.34 21.73 21.8% 1.47 1.5% 71% False False 3,121
120 106.07 74.47 31.60 31.7% 1.26 1.3% 80% False False 2,786
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.80
2.618 106.08
1.618 103.80
1.000 102.39
0.618 101.52
HIGH 100.11
0.618 99.24
0.500 98.97
0.382 98.70
LOW 97.83
0.618 96.42
1.000 95.55
1.618 94.14
2.618 91.86
4.250 88.14
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 99.45 99.27
PP 99.21 98.84
S1 98.97 98.42

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

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