NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 98.65 101.18 2.53 2.6% 96.66
High 100.34 101.77 1.43 1.4% 100.92
Low 98.65 99.88 1.23 1.2% 96.38
Close 101.23 101.77 0.54 0.5% 99.92
Range 1.69 1.89 0.20 11.8% 4.54
ATR 1.84 1.84 0.00 0.2% 0.00
Volume 2,542 5,605 3,063 120.5% 5,337
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 106.81 106.18 102.81
R3 104.92 104.29 102.29
R2 103.03 103.03 102.12
R1 102.40 102.40 101.94 102.72
PP 101.14 101.14 101.14 101.30
S1 100.51 100.51 101.60 100.83
S2 99.25 99.25 101.42
S3 97.36 98.62 101.25
S4 95.47 96.73 100.73
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.69 110.85 102.42
R3 108.15 106.31 101.17
R2 103.61 103.61 100.75
R1 101.77 101.77 100.34 102.69
PP 99.07 99.07 99.07 99.54
S1 97.23 97.23 99.50 98.15
S2 94.53 94.53 99.09
S3 89.99 92.69 98.67
S4 85.45 88.15 97.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 97.13 4.64 4.6% 1.89 1.9% 100% True False 3,210
10 101.77 95.61 6.16 6.1% 1.49 1.5% 100% True False 2,114
20 101.77 88.10 13.67 13.4% 1.44 1.4% 100% True False 1,707
40 101.77 84.60 17.17 16.9% 1.13 1.1% 100% True False 1,262
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.80
2.618 106.72
1.618 104.83
1.000 103.66
0.618 102.94
HIGH 101.77
0.618 101.05
0.500 100.83
0.382 100.60
LOW 99.88
0.618 98.71
1.000 97.99
1.618 96.82
2.618 94.93
4.250 91.85
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 101.46 101.00
PP 101.14 100.22
S1 100.83 99.45

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

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