NYMEX Light Sweet Crude Oil Future September 2008


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 99.93 103.20 3.27 3.3% 106.07
High 103.40 104.57 1.17 1.1% 106.07
Low 99.90 102.61 2.71 2.7% 96.72
Close 103.13 104.16 1.03 1.0% 99.14
Range 3.50 1.96 -1.54 -44.0% 9.35
ATR 2.81 2.75 -0.06 -2.2% 0.00
Volume 7,433 10,383 2,950 39.7% 30,302
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.66 108.87 105.24
R3 107.70 106.91 104.70
R2 105.74 105.74 104.52
R1 104.95 104.95 104.34 105.35
PP 103.78 103.78 103.78 103.98
S1 102.99 102.99 103.98 103.39
S2 101.82 101.82 103.80
S3 99.86 101.03 103.62
S4 97.90 99.07 103.08
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
5 104.57 96.72 7.85 7.5% 2.59 2.5% 95% True False 7,901
10 106.07 96.72 9.35 9.0% 3.23 3.1% 80% False False 7,653
20 106.07 96.72 9.35 9.0% 2.75 2.6% 80% False False 7,217
40 106.07 86.44 19.63 18.8% 2.24 2.2% 90% False False 5,459
60 106.07 84.70 21.37 20.5% 1.89 1.8% 91% False False 4,273
80 106.07 84.34 21.73 20.9% 1.75 1.7% 91% False False 3,705
100 106.07 84.34 21.73 20.9% 1.52 1.5% 91% False False 3,231
120 106.07 75.25 30.82 29.6% 1.30 1.3% 94% False False 2,926
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 112.90
2.618 109.70
1.618 107.74
1.000 106.53
0.618 105.78
HIGH 104.57
0.618 103.82
0.500 103.59
0.382 103.36
LOW 102.61
0.618 101.40
1.000 100.65
1.618 99.44
2.618 97.48
4.250 94.28
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 103.97 103.17
PP 103.78 102.19
S1 103.59 101.20

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

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