NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 101.70 104.74 3.04 3.0% 102.75
High 102.16 105.23 3.07 3.0% 102.75
Low 101.70 104.74 3.04 3.0% 98.15
Close 103.00 105.47 2.47 2.4% 103.00
Range 0.46 0.49 0.03 6.5% 4.60
ATR 1.94 1.96 0.02 1.1% 0.00
Volume 1,734 1,075 -659 -38.0% 13,090
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 106.62 106.53 105.74
R3 106.13 106.04 105.60
R2 105.64 105.64 105.56
R1 105.55 105.55 105.51 105.60
PP 105.15 105.15 105.15 105.17
S1 105.06 105.06 105.43 105.11
S2 104.66 104.66 105.38
S3 104.17 104.57 105.34
S4 103.68 104.08 105.20
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
5 105.23 98.15 7.08 6.7% 0.74 0.7% 103% True False 2,537
10 105.23 98.15 7.08 6.7% 1.57 1.5% 103% True False 2,267
20 105.23 96.27 8.96 8.5% 1.47 1.4% 103% True False 2,346
40 105.23 89.80 15.43 14.6% 1.32 1.3% 102% True False 1,753
60 105.23 85.48 19.75 18.7% 1.14 1.1% 101% True False 1,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.31
2.618 106.51
1.618 106.02
1.000 105.72
0.618 105.53
HIGH 105.23
0.618 105.04
0.500 104.99
0.382 104.93
LOW 104.74
0.618 104.44
1.000 104.25
1.618 103.95
2.618 103.46
4.250 102.66
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 105.31 104.53
PP 105.15 103.58
S1 104.99 102.64

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

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