NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 98.36 101.06 2.70 2.7% 98.44
High 102.22 101.65 -0.57 -0.6% 104.00
Low 97.64 100.50 2.86 2.9% 97.70
Close 102.23 100.90 -1.33 -1.3% 102.35
Range 4.58 1.15 -3.43 -74.9% 6.30
ATR 2.61 2.55 -0.06 -2.4% 0.00
Volume 5,106 9,614 4,508 88.3% 19,287
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 104.47 103.83 101.53
R3 103.32 102.68 101.22
R2 102.17 102.17 101.11
R1 101.53 101.53 101.01 101.28
PP 101.02 101.02 101.02 100.89
S1 100.38 100.38 100.79 100.13
S2 99.87 99.87 100.69
S3 98.72 99.23 100.58
S4 97.57 98.08 100.27
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
5 103.66 97.48 6.18 6.1% 2.99 3.0% 55% False False 4,800
10 104.00 96.67 7.33 7.3% 2.45 2.4% 58% False False 4,549
20 105.20 96.67 8.53 8.5% 2.33 2.3% 50% False False 4,088
40 105.20 86.44 18.76 18.6% 1.86 1.8% 77% False False 2,768
60 105.20 84.60 20.60 20.4% 1.50 1.5% 79% False False 2,116
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 106.54
2.618 104.66
1.618 103.51
1.000 102.80
0.618 102.36
HIGH 101.65
0.618 101.21
0.500 101.08
0.382 100.94
LOW 100.50
0.618 99.79
1.000 99.35
1.618 98.64
2.618 97.49
4.250 95.61
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 101.08 100.55
PP 101.02 100.20
S1 100.96 99.85

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

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