NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 102.38 102.75 0.37 0.4% 98.18
High 102.38 102.75 0.37 0.4% 103.38
Low 101.20 98.34 -2.86 -2.8% 98.10
Close 101.90 98.79 -3.11 -3.1% 101.90
Range 1.18 4.41 3.23 273.7% 5.28
ATR 1.96 2.14 0.17 8.9% 0.00
Volume 2,520 1,478 -1,042 -41.3% 11,787
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 113.19 110.40 101.22
R3 108.78 105.99 100.00
R2 104.37 104.37 99.60
R1 101.58 101.58 99.19 100.77
PP 99.96 99.96 99.96 99.56
S1 97.17 97.17 98.39 96.36
S2 95.55 95.55 97.98
S3 91.14 92.76 97.58
S4 86.73 88.35 96.36
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.97 114.71 104.80
R3 111.69 109.43 103.35
R2 106.41 106.41 102.87
R1 104.15 104.15 102.38 105.28
PP 101.13 101.13 101.13 101.69
S1 98.87 98.87 101.42 100.00
S2 95.85 95.85 100.93
S3 90.57 93.59 100.45
S4 85.29 88.31 99.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.38 98.18 5.20 5.3% 2.40 2.4% 12% False False 1,998
10 103.38 96.27 7.11 7.2% 2.13 2.2% 35% False False 2,337
20 104.69 96.27 8.42 8.5% 1.71 1.7% 30% False False 2,269
40 104.69 86.22 18.47 18.7% 1.37 1.4% 68% False False 1,526
60 104.69 85.48 19.21 19.4% 1.14 1.2% 69% False False 1,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 121.49
2.618 114.30
1.618 109.89
1.000 107.16
0.618 105.48
HIGH 102.75
0.618 101.07
0.500 100.55
0.382 100.02
LOW 98.34
0.618 95.61
1.000 93.93
1.618 91.20
2.618 86.79
4.250 79.60
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 100.55 100.86
PP 99.96 100.17
S1 99.38 99.48

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

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