NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 28-Mar-2008
Day Change Summary
Previous Current
27-Mar-2008 28-Mar-2008 Change Change % Previous Week
Open 102.11 102.00 -0.11 -0.1% 97.26
High 103.14 102.82 -0.32 -0.3% 103.14
Low 101.15 100.80 -0.35 -0.3% 96.81
Close 102.79 101.46 -1.33 -1.3% 101.46
Range 1.99 2.02 0.03 1.5% 6.33
ATR 2.91 2.84 -0.06 -2.2% 0.00
Volume 23,548 20,311 -3,237 -13.7% 107,836
Daily Pivots for day following 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.75 106.63 102.57
R3 105.73 104.61 102.02
R2 103.71 103.71 101.83
R1 102.59 102.59 101.65 102.14
PP 101.69 101.69 101.69 101.47
S1 100.57 100.57 101.27 100.12
S2 99.67 99.67 101.09
S3 97.65 98.55 100.90
S4 95.63 96.53 100.35
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.46 116.79 104.94
R3 113.13 110.46 103.20
R2 106.80 106.80 102.62
R1 104.13 104.13 102.04 105.47
PP 100.47 100.47 100.47 101.14
S1 97.80 97.80 100.88 99.14
S2 94.14 94.14 100.30
S3 87.81 91.47 99.72
S4 81.48 85.14 97.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.14 96.81 6.33 6.2% 2.33 2.3% 73% False False 21,567
10 105.00 95.83 9.17 9.0% 3.37 3.3% 61% False False 24,165
20 105.00 95.83 9.17 9.0% 2.97 2.9% 61% False False 27,465
40 105.00 85.60 19.40 19.1% 2.58 2.5% 82% False False 22,590
60 105.00 83.90 21.10 20.8% 2.37 2.3% 83% False False 20,407
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.41
2.618 108.11
1.618 106.09
1.000 104.84
0.618 104.07
HIGH 102.82
0.618 102.05
0.500 101.81
0.382 101.57
LOW 100.80
0.618 99.55
1.000 98.78
1.618 97.53
2.618 95.51
4.250 92.22
Fisher Pivots for day following 28-Mar-2008
Pivot 1 day 3 day
R1 101.81 101.29
PP 101.69 101.12
S1 101.58 100.95

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

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