NYMEX Light Sweet Crude Oil Future December 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 101.35 100.02 -1.33 -1.3% 100.72
High 101.54 102.64 1.10 1.1% 102.71
Low 99.58 100.02 0.44 0.4% 96.62
Close 99.91 102.51 2.60 2.6% 102.51
Range 1.96 2.62 0.66 33.7% 6.09
ATR 3.03 3.01 -0.02 -0.7% 0.00
Volume 20,784 25,626 4,842 23.3% 107,850
Daily Pivots for day following 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 109.58 108.67 103.95
R3 106.96 106.05 103.23
R2 104.34 104.34 102.99
R1 103.43 103.43 102.75 103.89
PP 101.72 101.72 101.72 101.95
S1 100.81 100.81 102.27 101.27
S2 99.10 99.10 102.03
S3 96.48 98.19 101.79
S4 93.86 95.57 101.07
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 118.88 116.79 105.86
R3 112.79 110.70 104.18
R2 106.70 106.70 103.63
R1 104.61 104.61 103.07 105.66
PP 100.61 100.61 100.61 101.14
S1 98.52 98.52 101.95 99.57
S2 94.52 94.52 101.39
S3 88.43 92.43 100.84
S4 82.34 86.34 99.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.71 96.62 6.09 5.9% 3.44 3.4% 97% False False 21,570
10 103.14 96.62 6.52 6.4% 2.89 2.8% 90% False False 21,568
20 105.00 95.83 9.17 8.9% 3.11 3.0% 73% False False 25,679
40 105.00 87.50 17.50 17.1% 2.74 2.7% 86% False False 23,050
60 105.00 83.90 21.10 20.6% 2.50 2.4% 88% False False 21,122
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.78
2.618 109.50
1.618 106.88
1.000 105.26
0.618 104.26
HIGH 102.64
0.618 101.64
0.500 101.33
0.382 101.02
LOW 100.02
0.618 98.40
1.000 97.40
1.618 95.78
2.618 93.16
4.250 88.89
Fisher Pivots for day following 04-Apr-2008
Pivot 1 day 3 day
R1 102.12 101.57
PP 101.72 100.64
S1 101.33 99.70

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

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