NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 01-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 01-Apr-2008 Change Change % Previous Week
Open 102.32 102.32 0.00 0.0% 98.20
High 104.20 102.32 -1.88 -1.8% 104.57
Low 98.59 97.93 -0.66 -0.7% 97.44
Close 99.64 99.06 -0.58 -0.6% 102.87
Range 5.61 4.39 -1.22 -21.7% 7.13
ATR 2.91 3.01 0.11 3.6% 0.00
Volume 7,112 10,253 3,141 44.2% 39,508
Daily Pivots for day following 01-Apr-2008
Classic Woodie Camarilla DeMark
R4 112.94 110.39 101.47
R3 108.55 106.00 100.27
R2 104.16 104.16 99.86
R1 101.61 101.61 99.46 100.69
PP 99.77 99.77 99.77 99.31
S1 97.22 97.22 98.66 96.30
S2 95.38 95.38 98.26
S3 90.99 92.83 97.85
S4 86.60 88.44 96.65
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 123.02 120.07 106.79
R3 115.89 112.94 104.83
R2 108.76 108.76 104.18
R1 105.81 105.81 103.52 107.29
PP 101.63 101.63 101.63 102.36
S1 98.68 98.68 102.22 100.16
S2 94.50 94.50 101.56
S3 87.37 91.55 100.91
S4 80.24 84.42 98.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.57 97.93 6.64 6.7% 3.52 3.5% 17% False True 8,891
10 106.07 96.72 9.35 9.4% 3.50 3.5% 25% False False 8,196
20 106.07 96.72 9.35 9.4% 3.11 3.1% 25% False False 7,886
40 106.07 86.44 19.63 19.8% 2.40 2.4% 64% False False 5,980
60 106.07 84.70 21.37 21.6% 2.04 2.1% 67% False False 4,615
80 106.07 84.34 21.73 21.9% 1.83 1.8% 68% False False 3,973
100 106.07 84.34 21.73 21.9% 1.62 1.6% 68% False False 3,422
120 106.07 76.45 29.62 29.9% 1.40 1.4% 76% False False 3,132
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.98
2.618 113.81
1.618 109.42
1.000 106.71
0.618 105.03
HIGH 102.32
0.618 100.64
0.500 100.13
0.382 99.61
LOW 97.93
0.618 95.22
1.000 93.54
1.618 90.83
2.618 86.44
4.250 79.27
Fisher Pivots for day following 01-Apr-2008
Pivot 1 day 3 day
R1 100.13 101.11
PP 99.77 100.43
S1 99.42 99.74

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

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