NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 101.45 100.86 -0.59 -0.6% 100.25
High 101.85 101.95 0.10 0.1% 101.85
Low 100.19 99.40 -0.79 -0.8% 97.13
Close 100.80 102.06 1.26 1.3% 100.80
Range 1.66 2.55 0.89 53.6% 4.72
ATR 1.83 1.88 0.05 2.8% 0.00
Volume 2,203 3,592 1,389 63.1% 17,206
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.79 107.97 103.46
R3 106.24 105.42 102.76
R2 103.69 103.69 102.53
R1 102.87 102.87 102.29 103.28
PP 101.14 101.14 101.14 101.34
S1 100.32 100.32 101.83 100.73
S2 98.59 98.59 101.59
S3 96.04 97.77 101.36
S4 93.49 95.22 100.66
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.09 112.16 103.40
R3 109.37 107.44 102.10
R2 104.65 104.65 101.67
R1 102.72 102.72 101.23 103.69
PP 99.93 99.93 99.93 100.41
S1 98.00 98.00 100.37 98.97
S2 95.21 95.21 99.93
S3 90.49 93.28 99.50
S4 85.77 88.56 98.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.95 97.13 4.82 4.7% 2.31 2.3% 102% True False 3,689
10 101.95 97.13 4.82 4.7% 1.72 1.7% 102% True False 2,506
20 101.95 91.13 10.82 10.6% 1.38 1.4% 101% True False 1,921
40 101.95 84.60 17.35 17.0% 1.24 1.2% 101% True False 1,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.79
2.618 108.63
1.618 106.08
1.000 104.50
0.618 103.53
HIGH 101.95
0.618 100.98
0.500 100.68
0.382 100.37
LOW 99.40
0.618 97.82
1.000 96.85
1.618 95.27
2.618 92.72
4.250 88.56
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 101.60 101.60
PP 101.14 101.14
S1 100.68 100.68

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

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