NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 98.42 101.21 2.79 2.8% 98.18
High 99.43 101.21 1.78 1.8% 103.38
Low 98.15 100.04 1.89 1.9% 98.10
Close 101.79 100.40 -1.39 -1.4% 101.90
Range 1.28 1.17 -0.11 -8.6% 5.28
ATR 1.97 1.96 -0.02 -0.8% 0.00
Volume 4,266 3,655 -611 -14.3% 11,787
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 104.06 103.40 101.04
R3 102.89 102.23 100.72
R2 101.72 101.72 100.61
R1 101.06 101.06 100.51 100.81
PP 100.55 100.55 100.55 100.42
S1 99.89 99.89 100.29 99.64
S2 99.38 99.38 100.19
S3 98.21 98.72 100.08
S4 97.04 97.55 99.76
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
5 102.75 98.15 4.60 4.6% 1.67 1.7% 49% False False 2,775
10 103.38 96.27 7.11 7.1% 1.78 1.8% 58% False False 2,552
20 104.69 96.27 8.42 8.4% 1.52 1.5% 49% False False 2,568
40 104.69 86.40 18.29 18.2% 1.38 1.4% 77% False False 1,719
60 104.69 85.48 19.21 19.1% 1.13 1.1% 78% False False 1,326
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 True
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.18
2.618 104.27
1.618 103.10
1.000 102.38
0.618 101.93
HIGH 101.21
0.618 100.76
0.500 100.63
0.382 100.49
LOW 100.04
0.618 99.32
1.000 98.87
1.618 98.15
2.618 96.98
4.250 95.07
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 100.63 100.16
PP 100.55 99.92
S1 100.48 99.68

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

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