NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 102.51 98.56 -3.95 -3.9% 100.33
High 103.00 98.80 -4.20 -4.1% 104.80
Low 98.19 95.83 -2.36 -2.4% 98.40
Close 98.45 98.14 -0.31 -0.3% 103.66
Range 4.81 2.97 -1.84 -38.3% 6.40
ATR 3.08 3.07 -0.01 -0.3% 0.00
Volume 28,754 26,094 -2,660 -9.3% 158,830
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 106.50 105.29 99.77
R3 103.53 102.32 98.96
R2 100.56 100.56 98.68
R1 99.35 99.35 98.41 98.47
PP 97.59 97.59 97.59 97.15
S1 96.38 96.38 97.87 95.50
S2 94.62 94.62 97.60
S3 91.65 93.41 97.32
S4 88.68 90.44 96.51
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 121.49 118.97 107.18
R3 115.09 112.57 105.42
R2 108.69 108.69 104.83
R1 106.17 106.17 104.25 107.43
PP 102.29 102.29 102.29 102.92
S1 99.77 99.77 103.07 101.03
S2 95.89 95.89 102.49
S3 89.49 93.37 101.90
S4 83.09 86.97 100.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.00 95.83 9.17 9.3% 4.40 4.5% 25% False True 26,762
10 105.00 95.83 9.17 9.3% 3.33 3.4% 25% False True 29,789
20 105.00 94.90 10.10 10.3% 2.96 3.0% 32% False False 26,563
40 105.00 85.60 19.40 19.8% 2.51 2.6% 65% False False 22,136
Crabel Price Patterns
NR True
NR4 True
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 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.42
2.618 106.58
1.618 103.61
1.000 101.77
0.618 100.64
HIGH 98.80
0.618 97.67
0.500 97.32
0.382 96.96
LOW 95.83
0.618 93.99
1.000 92.86
1.618 91.02
2.618 88.05
4.250 83.21
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 97.87 99.93
PP 97.59 99.33
S1 97.32 98.74

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

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