NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 103.90 105.07 1.17 1.1% 100.86
High 105.04 105.20 0.16 0.2% 105.20
Low 103.90 105.00 1.10 1.1% 99.40
Close 105.03 104.56 -0.47 -0.4% 104.56
Range 1.14 0.20 -0.94 -82.5% 5.80
ATR 1.83 1.71 -0.12 -6.4% 0.00
Volume 2,535 2,828 293 11.6% 16,268
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.52 105.24 104.67
R3 105.32 105.04 104.62
R2 105.12 105.12 104.60
R1 104.84 104.84 104.58 104.88
PP 104.92 104.92 104.92 104.94
S1 104.64 104.64 104.54 104.68
S2 104.72 104.72 104.52
S3 104.52 104.44 104.51
S4 104.32 104.24 104.45
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.45 118.31 107.75
R3 114.65 112.51 106.16
R2 108.85 108.85 105.62
R1 106.71 106.71 105.09 107.78
PP 103.05 103.05 103.05 103.59
S1 100.91 100.91 104.03 101.98
S2 97.25 97.25 103.50
S3 91.45 95.11 102.97
S4 85.65 89.31 101.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.20 99.40 5.80 5.5% 1.53 1.5% 89% True False 3,253
10 105.20 97.13 8.07 7.7% 1.80 1.7% 92% True False 3,347
20 105.20 93.39 11.81 11.3% 1.46 1.4% 95% True False 2,278
40 105.20 84.60 20.60 19.7% 1.31 1.3% 97% True False 1,683
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.35
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 106.05
2.618 105.72
1.618 105.52
1.000 105.40
0.618 105.32
HIGH 105.20
0.618 105.12
0.500 105.10
0.382 105.08
LOW 105.00
0.618 104.88
1.000 104.80
1.618 104.68
2.618 104.48
4.250 104.15
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 105.10 104.24
PP 104.92 103.92
S1 104.74 103.60

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

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