NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 98.50 98.42 -0.08 -0.1% 98.18
High 98.50 99.43 0.93 0.9% 103.38
Low 98.18 98.15 -0.03 0.0% 98.10
Close 98.22 101.79 3.57 3.6% 101.90
Range 0.32 1.28 0.96 300.0% 5.28
ATR 2.03 1.97 -0.05 -2.6% 0.00
Volume 1,957 4,266 2,309 118.0% 11,787
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 103.63 103.99 102.49
R3 102.35 102.71 102.14
R2 101.07 101.07 102.02
R1 101.43 101.43 101.91 101.25
PP 99.79 99.79 99.79 99.70
S1 100.15 100.15 101.67 99.97
S2 98.51 98.51 101.56
S3 97.23 98.87 101.44
S4 95.95 97.59 101.09
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 98.15 5.23 5.1% 1.74 1.7% 70% False True 2,651
10 103.38 96.27 7.11 7.0% 2.04 2.0% 78% False False 2,400
20 104.69 96.27 8.42 8.3% 1.57 1.5% 66% False False 2,499
40 104.69 86.22 18.47 18.1% 1.38 1.4% 84% False False 1,656
60 104.69 85.48 19.21 18.9% 1.11 1.1% 85% False False 1,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.87
2.618 102.78
1.618 101.50
1.000 100.71
0.618 100.22
HIGH 99.43
0.618 98.94
0.500 98.79
0.382 98.64
LOW 98.15
0.618 97.36
1.000 96.87
1.618 96.08
2.618 94.80
4.250 92.71
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 100.79 101.34
PP 99.79 100.90
S1 98.79 100.45

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

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