NYMEX Light Sweet Crude Oil Future October 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 99.11 99.11 0.00 0.0% 103.40
High 99.11 102.79 3.68 3.7% 104.63
Low 97.80 99.61 1.81 1.9% 96.67
Close 99.32 102.68 3.36 3.4% 98.77
Range 1.31 3.18 1.87 142.7% 7.96
ATR 2.24 2.33 0.09 3.9% 0.00
Volume 1,506 4,753 3,247 215.6% 17,757
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.23 110.14 104.43
R3 108.05 106.96 103.55
R2 104.87 104.87 103.26
R1 103.78 103.78 102.97 104.33
PP 101.69 101.69 101.69 101.97
S1 100.60 100.60 102.39 101.15
S2 98.51 98.51 102.10
S3 95.33 97.42 101.81
S4 92.15 94.24 100.93
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 123.90 119.30 103.15
R3 115.94 111.34 100.96
R2 107.98 107.98 100.23
R1 103.38 103.38 99.50 101.70
PP 100.02 100.02 100.02 99.19
S1 95.42 95.42 98.04 93.74
S2 92.06 92.06 97.31
S3 84.10 87.46 96.58
S4 76.14 79.50 94.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.79 96.67 6.12 6.0% 2.20 2.1% 98% True False 4,040
10 105.20 96.67 8.53 8.3% 2.25 2.2% 70% False False 3,639
20 105.20 96.67 8.53 8.3% 2.03 2.0% 70% False False 3,279
40 105.20 86.34 18.86 18.4% 1.64 1.6% 87% False False 2,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.31
2.618 111.12
1.618 107.94
1.000 105.97
0.618 104.76
HIGH 102.79
0.618 101.58
0.500 101.20
0.382 100.82
LOW 99.61
0.618 97.64
1.000 96.43
1.618 94.46
2.618 91.28
4.250 86.10
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 102.19 101.87
PP 101.69 101.06
S1 101.20 100.25

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

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