NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 01-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 01-Apr-2008 Change Change % Previous Week
Open 102.20 98.67 -3.53 -3.5% 98.44
High 103.66 99.50 -4.16 -4.0% 104.00
Low 98.05 97.48 -0.57 -0.6% 97.70
Close 99.21 98.63 -0.58 -0.6% 102.35
Range 5.61 2.02 -3.59 -64.0% 6.30
ATR 2.49 2.46 -0.03 -1.4% 0.00
Volume 2,307 3,613 1,306 56.6% 19,287
Daily Pivots for day following 01-Apr-2008
Classic Woodie Camarilla DeMark
R4 104.60 103.63 99.74
R3 102.58 101.61 99.19
R2 100.56 100.56 99.00
R1 99.59 99.59 98.82 99.07
PP 98.54 98.54 98.54 98.27
S1 97.57 97.57 98.44 97.05
S2 96.52 96.52 98.26
S3 94.50 95.55 98.07
S4 92.48 93.53 97.52
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.25 117.60 105.82
R3 113.95 111.30 104.08
R2 107.65 107.65 103.51
R1 105.00 105.00 102.93 106.33
PP 101.35 101.35 101.35 102.01
S1 98.70 98.70 101.77 100.03
S2 95.05 95.05 101.20
S3 88.75 92.40 100.62
S4 82.45 86.10 98.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.00 97.48 6.52 6.6% 2.79 2.8% 18% False True 3,765
10 104.63 96.67 7.96 8.1% 2.57 2.6% 25% False False 3,942
20 105.20 96.67 8.53 8.6% 2.31 2.3% 23% False False 3,704
40 105.20 86.34 18.86 19.1% 1.79 1.8% 65% False False 2,415
60 105.20 84.60 20.60 20.9% 1.42 1.4% 68% False False 1,892
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.09
2.618 104.79
1.618 102.77
1.000 101.52
0.618 100.75
HIGH 99.50
0.618 98.73
0.500 98.49
0.382 98.25
LOW 97.48
0.618 96.23
1.000 95.46
1.618 94.21
2.618 92.19
4.250 88.90
Fisher Pivots for day following 01-Apr-2008
Pivot 1 day 3 day
R1 98.58 100.57
PP 98.54 99.92
S1 98.49 99.28

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

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