NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 101.75 102.50 0.75 0.7% 100.25
High 102.81 104.24 1.43 1.4% 101.85
Low 101.30 102.00 0.70 0.7% 97.13
Close 102.86 104.11 1.25 1.2% 100.80
Range 1.51 2.24 0.73 48.3% 4.72
ATR 1.85 1.88 0.03 1.5% 0.00
Volume 5,173 2,140 -3,033 -58.6% 17,206
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 110.17 109.38 105.34
R3 107.93 107.14 104.73
R2 105.69 105.69 104.52
R1 104.90 104.90 104.32 105.30
PP 103.45 103.45 103.45 103.65
S1 102.66 102.66 103.90 103.06
S2 101.21 101.21 103.70
S3 98.97 100.42 103.49
S4 96.73 98.18 102.88
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
5 104.24 99.40 4.84 4.6% 1.97 1.9% 97% True False 3,742
10 104.24 97.13 7.11 6.8% 1.94 1.9% 98% True False 3,053
20 104.24 93.10 11.14 10.7% 1.51 1.5% 99% True False 2,082
40 104.24 84.60 19.64 18.9% 1.30 1.3% 99% True False 1,569
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.76
2.618 110.10
1.618 107.86
1.000 106.48
0.618 105.62
HIGH 104.24
0.618 103.38
0.500 103.12
0.382 102.86
LOW 102.00
0.618 100.62
1.000 99.76
1.618 98.38
2.618 96.14
4.250 92.48
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 103.78 103.35
PP 103.45 102.58
S1 103.12 101.82

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

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