NYMEX Light Sweet Crude Oil Future December 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 98.67 97.90 -0.77 -0.8% 97.26
High 99.06 101.45 2.39 2.4% 103.14
Low 96.62 96.76 0.14 0.1% 96.81
Close 97.81 101.35 3.54 3.6% 101.46
Range 2.44 4.69 2.25 92.2% 6.33
ATR 2.99 3.11 0.12 4.1% 0.00
Volume 19,229 23,658 4,429 23.0% 107,836
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 113.92 112.33 103.93
R3 109.23 107.64 102.64
R2 104.54 104.54 102.21
R1 102.95 102.95 101.78 103.75
PP 99.85 99.85 99.85 100.25
S1 98.26 98.26 100.92 99.06
S2 95.16 95.16 100.49
S3 90.47 93.57 100.06
S4 85.78 88.88 98.77
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 96.62 6.52 6.4% 3.33 3.3% 73% False False 21,059
10 103.14 95.83 7.31 7.2% 3.21 3.2% 76% False False 22,412
20 105.00 95.83 9.17 9.0% 3.20 3.2% 60% False False 27,009
40 105.00 85.60 19.40 19.1% 2.72 2.7% 81% False False 22,942
60 105.00 83.90 21.10 20.8% 2.48 2.5% 83% False False 20,745
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.38
2.618 113.73
1.618 109.04
1.000 106.14
0.618 104.35
HIGH 101.45
0.618 99.66
0.500 99.11
0.382 98.55
LOW 96.76
0.618 93.86
1.000 92.07
1.618 89.17
2.618 84.48
4.250 76.83
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 100.60 100.79
PP 99.85 100.23
S1 99.11 99.67

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

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