NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 101.93 104.51 2.58 2.5% 102.20
High 103.28 106.10 2.82 2.7% 103.66
Low 101.91 104.51 2.60 2.6% 97.48
Close 103.50 106.03 2.53 2.4% 103.50
Range 1.37 1.59 0.22 16.1% 6.18
ATR 2.54 2.54 0.00 0.2% 0.00
Volume 4,487 2,725 -1,762 -39.3% 25,127
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 110.32 109.76 106.90
R3 108.73 108.17 106.47
R2 107.14 107.14 106.32
R1 106.58 106.58 106.18 106.86
PP 105.55 105.55 105.55 105.69
S1 104.99 104.99 105.88 105.27
S2 103.96 103.96 105.74
S3 102.37 103.40 105.59
S4 100.78 101.81 105.16
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 120.09 117.97 106.90
R3 113.91 111.79 105.20
R2 107.73 107.73 104.63
R1 105.61 105.61 104.07 106.67
PP 101.55 101.55 101.55 102.08
S1 99.43 99.43 102.93 100.49
S2 95.37 95.37 102.37
S3 89.19 93.25 101.80
S4 83.01 87.07 100.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.10 97.48 8.62 8.1% 2.14 2.0% 99% True False 5,109
10 106.10 97.48 8.62 8.1% 2.39 2.3% 99% True False 4,226
20 106.10 96.67 9.43 8.9% 2.30 2.2% 99% True False 4,058
40 106.10 90.06 16.04 15.1% 1.85 1.7% 100% True False 2,912
60 106.10 84.60 21.50 20.3% 1.55 1.5% 100% True False 2,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.86
2.618 110.26
1.618 108.67
1.000 107.69
0.618 107.08
HIGH 106.10
0.618 105.49
0.500 105.31
0.382 105.12
LOW 104.51
0.618 103.53
1.000 102.92
1.618 101.94
2.618 100.35
4.250 97.75
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 105.79 105.12
PP 105.55 104.21
S1 105.31 103.30

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

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