NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 04-Apr-2008
Day Change Summary
Previous Current
03-Apr-2008 04-Apr-2008 Change Change % Previous Week
Open 101.21 101.70 0.49 0.5% 102.75
High 101.21 102.16 0.95 0.9% 102.75
Low 100.04 101.70 1.66 1.7% 98.15
Close 100.40 103.00 2.60 2.6% 103.00
Range 1.17 0.46 -0.71 -60.7% 4.60
ATR 1.96 1.94 -0.01 -0.7% 0.00
Volume 3,655 1,734 -1,921 -52.6% 13,090
Daily Pivots for day following 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 103.67 103.79 103.25
R3 103.21 103.33 103.13
R2 102.75 102.75 103.08
R1 102.87 102.87 103.04 102.81
PP 102.29 102.29 102.29 102.26
S1 102.41 102.41 102.96 102.35
S2 101.83 101.83 102.92
S3 101.37 101.95 102.87
S4 100.91 101.49 102.75
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.10 113.65 105.53
R3 110.50 109.05 104.27
R2 105.90 105.90 103.84
R1 104.45 104.45 103.42 105.18
PP 101.30 101.30 101.30 101.66
S1 99.85 99.85 102.58 100.58
S2 96.70 96.70 102.16
S3 92.10 95.25 101.74
S4 87.50 90.65 100.47
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 4.5% 1.53 1.5% 105% False False 2,618
10 103.38 98.10 5.28 5.1% 1.58 1.5% 93% False False 2,487
20 104.69 96.27 8.42 8.2% 1.48 1.4% 80% False False 2,341
40 104.69 88.19 16.50 16.0% 1.37 1.3% 90% False False 1,754
60 104.69 85.48 19.21 18.7% 1.13 1.1% 91% False False 1,352
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 False
Stretch 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.12
2.618 103.36
1.618 102.90
1.000 102.62
0.618 102.44
HIGH 102.16
0.618 101.98
0.500 101.93
0.382 101.88
LOW 101.70
0.618 101.42
1.000 101.24
1.618 100.96
2.618 100.50
4.250 99.75
Fisher Pivots for day following 04-Apr-2008
Pivot 1 day 3 day
R1 102.64 102.05
PP 102.29 101.10
S1 101.93 100.16

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

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