NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 107.25 107.16 -0.09 -0.1% 104.51
High 107.59 107.50 -0.09 -0.1% 108.04
Low 106.12 106.72 0.60 0.6% 104.51
Close 106.99 107.39 0.40 0.4% 107.39
Range 1.47 0.78 -0.69 -46.9% 3.53
ATR 2.42 2.31 -0.12 -4.8% 0.00
Volume 9,001 5,395 -3,606 -40.1% 31,375
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 109.54 109.25 107.82
R3 108.76 108.47 107.60
R2 107.98 107.98 107.53
R1 107.69 107.69 107.46 107.84
PP 107.20 107.20 107.20 107.28
S1 106.91 106.91 107.32 107.06
S2 106.42 106.42 107.25
S3 105.64 106.13 107.18
S4 104.86 105.35 106.96
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.24 115.84 109.33
R3 113.71 112.31 108.36
R2 110.18 110.18 108.04
R1 108.78 108.78 107.71 109.48
PP 106.65 106.65 106.65 107.00
S1 105.25 105.25 107.07 105.95
S2 103.12 103.12 106.74
S3 99.59 101.72 106.42
S4 96.06 98.19 105.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.04 104.51 3.53 3.3% 1.62 1.5% 82% False False 6,275
10 108.04 97.48 10.56 9.8% 2.28 2.1% 94% False False 5,650
20 108.04 96.67 11.37 10.6% 2.25 2.1% 94% False False 4,818
40 108.04 93.39 14.65 13.6% 1.88 1.8% 96% False False 3,495
60 108.04 84.60 23.44 21.8% 1.63 1.5% 97% False False 2,688
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 0.43
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 110.82
2.618 109.54
1.618 108.76
1.000 108.28
0.618 107.98
HIGH 107.50
0.618 107.20
0.500 107.11
0.382 107.02
LOW 106.72
0.618 106.24
1.000 105.94
1.618 105.46
2.618 104.68
4.250 103.41
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 107.30 107.13
PP 107.20 106.87
S1 107.11 106.61

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

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