NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 98.18 98.18 0.00 0.0% 100.58
High 99.20 102.10 2.90 2.9% 102.61
Low 98.18 98.18 0.00 0.0% 96.27
Close 98.99 102.26 3.27 3.3% 98.45
Range 1.02 3.92 2.90 284.3% 6.34
ATR 1.84 1.99 0.15 8.0% 0.00
Volume 572 2,385 1,813 317.0% 10,107
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 112.61 111.35 104.42
R3 108.69 107.43 103.34
R2 104.77 104.77 102.98
R1 103.51 103.51 102.62 104.14
PP 100.85 100.85 100.85 101.16
S1 99.59 99.59 101.90 100.22
S2 96.93 96.93 101.54
S3 93.01 95.67 101.18
S4 89.09 91.75 100.10
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.13 114.63 101.94
R3 111.79 108.29 100.19
R2 105.45 105.45 99.61
R1 101.95 101.95 99.03 100.53
PP 99.11 99.11 99.11 98.40
S1 95.61 95.61 97.87 94.19
S2 92.77 92.77 97.29
S3 86.43 89.27 96.71
S4 80.09 82.93 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.53 96.27 6.26 6.1% 2.33 2.3% 96% False False 2,149
10 104.69 96.27 8.42 8.2% 1.58 1.5% 71% False False 2,204
20 104.69 96.27 8.42 8.2% 1.44 1.4% 71% False False 2,043
40 104.69 86.22 18.47 18.1% 1.23 1.2% 87% False False 1,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 118.76
2.618 112.36
1.618 108.44
1.000 106.02
0.618 104.52
HIGH 102.10
0.618 100.60
0.500 100.14
0.382 99.68
LOW 98.18
0.618 95.76
1.000 94.26
1.618 91.84
2.618 87.92
4.250 81.52
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 101.55 101.54
PP 100.85 100.82
S1 100.14 100.10

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

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