NYMEX Light Sweet Crude Oil Future September 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 98.01 99.93 1.92 2.0% 106.07
High 100.11 103.40 3.29 3.3% 106.07
Low 97.83 99.90 2.07 2.1% 96.72
Close 99.69 103.13 3.44 3.5% 99.14
Range 2.28 3.50 1.22 53.5% 9.35
ATR 2.74 2.81 0.07 2.5% 0.00
Volume 3,776 7,433 3,657 96.8% 30,302
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 112.64 111.39 105.06
R3 109.14 107.89 104.09
R2 105.64 105.64 103.77
R1 104.39 104.39 103.45 105.02
PP 102.14 102.14 102.14 102.46
S1 100.89 100.89 102.81 101.52
S2 98.64 98.64 102.49
S3 95.14 97.39 102.17
S4 91.64 93.89 101.21
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
5 103.99 96.72 7.27 7.0% 3.16 3.1% 88% False False 7,270
10 106.07 96.72 9.35 9.1% 3.22 3.1% 69% False False 8,110
20 106.07 96.72 9.35 9.1% 2.75 2.7% 69% False False 7,034
40 106.07 86.44 19.63 19.0% 2.22 2.1% 85% False False 5,241
60 106.07 84.70 21.37 20.7% 1.87 1.8% 86% False False 4,141
80 106.07 84.34 21.73 21.1% 1.73 1.7% 86% False False 3,580
100 106.07 84.34 21.73 21.1% 1.50 1.5% 86% False False 3,159
120 106.07 74.47 31.60 30.6% 1.29 1.2% 91% False False 2,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.28
2.618 112.56
1.618 109.06
1.000 106.90
0.618 105.56
HIGH 103.40
0.618 102.06
0.500 101.65
0.382 101.24
LOW 99.90
0.618 97.74
1.000 96.40
1.618 94.24
2.618 90.74
4.250 85.03
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 102.64 102.23
PP 102.14 101.32
S1 101.65 100.42

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

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