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

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