NYMEX Light Sweet Crude Oil Future July 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	103.42	102.89	-0.53	-0.5%	103.09
High	104.69	105.36	0.67	0.6%	105.44
Low	102.00	102.85	0.85	0.8%	98.63
Close	102.63	105.19	2.56	2.5%	105.19
Range	2.69	2.51	-0.18	-6.7%	6.81
ATR	3.59	3.53	-0.06	-1.7%	0.00
Volume	37,813	45,740	7,927	21.0%	182,862

Daily Pivots for day following 04-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	112.00	111.10	106.57
R3	109.49	108.59	105.88
R2	106.98	106.98	105.65
R1	106.08	106.08	105.42	106.53
PP	104.47	104.47	104.47	104.69
S1	103.57	103.57	104.96	104.02
S2	101.96	101.96	104.73
S3	99.45	101.06	104.50
S4	96.94	98.55	103.81

Weekly Pivots for week ending 04-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.52	121.16	108.94
R3	116.71	114.35	107.06
R2	109.90	109.90	106.44
R1	107.54	107.54	105.81	108.72
PP	103.09	103.09	103.09	103.68
S1	100.73	100.73	104.57	101.91
S2	96.28	96.28	103.94
S3	89.47	93.92	103.32
S4	82.66	87.11	101.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.44	98.63	6.81	6.5%	3.85	3.7%	96%	False	False	36,572
10	106.05	98.50	7.55	7.2%	3.46	3.3%	89%	False	False	37,562
20	107.92	97.58	10.34	9.8%	3.74	3.6%	74%	False	False	30,093
40	107.92	86.28	21.64	20.6%	3.13	3.0%	87%	False	False	20,063
60	107.92	85.17	22.75	21.6%	2.70	2.6%	88%	False	False	15,429
80	107.92	85.17	22.75	21.6%	2.45	2.3%	88%	False	False	12,322
100	107.92	85.12	22.80	21.7%	2.34	2.2%	88%	False	False	10,251
120	107.92	78.25	29.67	28.2%	2.07	2.0%	91%	False	False	8,775

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.84
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	116.03
2.618	111.93
1.618	109.42
1.000	107.87
0.618	106.91
HIGH	105.36
0.618	104.40
0.500	104.11
0.382	103.81
LOW	102.85
0.618	101.30
1.000	100.34
1.618	98.79
2.618	96.28
4.250	92.18

Fisher Pivots for day following 04-Apr-2008
Pivot	1 day	3 day
R1	104.83	104.16
PP	104.47	103.13
S1	104.11	102.11

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols