NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 104.51 104.51 0.00 0.0% 102.20
High 106.10 105.88 -0.22 -0.2% 103.66
Low 104.51 104.51 0.00 0.0% 97.48
Close 106.03 105.25 -0.78 -0.7% 103.50
Range 1.59 1.37 -0.22 -13.8% 6.18
ATR 2.54 2.47 -0.07 -2.9% 0.00
Volume 2,725 5,597 2,872 105.4% 25,127
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 109.32 108.66 106.00
R3 107.95 107.29 105.63
R2 106.58 106.58 105.50
R1 105.92 105.92 105.38 106.25
PP 105.21 105.21 105.21 105.38
S1 104.55 104.55 105.12 104.88
S2 103.84 103.84 105.00
S3 102.47 103.18 104.87
S4 101.10 101.81 104.50
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 97.64 8.46 8.0% 2.01 1.9% 90% False False 5,505
10 106.10 97.48 8.62 8.2% 2.40 2.3% 90% False False 4,635
20 106.10 96.67 9.43 9.0% 2.24 2.1% 91% False False 4,158
40 106.10 91.13 14.97 14.2% 1.81 1.7% 94% False False 3,040
60 106.10 84.60 21.50 20.4% 1.57 1.5% 96% False False 2,318
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.70
2.618 109.47
1.618 108.10
1.000 107.25
0.618 106.73
HIGH 105.88
0.618 105.36
0.500 105.20
0.382 105.03
LOW 104.51
0.618 103.66
1.000 103.14
1.618 102.29
2.618 100.92
4.250 98.69
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 105.23 104.84
PP 105.21 104.42
S1 105.20 104.01

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

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