NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 103.40 100.67 -2.73 -2.6% 100.86
High 103.40 104.63 1.23 1.2% 105.20
Low 99.48 100.67 1.19 1.2% 99.40
Close 100.30 104.63 4.33 4.3% 104.56
Range 3.92 3.96 0.04 1.0% 5.80
ATR 1.95 2.12 0.17 8.7% 0.00
Volume 3,540 5,150 1,610 45.5% 16,268
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 115.19 113.87 106.81
R3 111.23 109.91 105.72
R2 107.27 107.27 105.36
R1 105.95 105.95 104.99 106.61
PP 103.31 103.31 103.31 103.64
S1 101.99 101.99 104.27 102.65
S2 99.35 99.35 103.90
S3 95.39 98.03 103.54
S4 91.43 94.07 102.45
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 99.48 5.72 5.5% 2.29 2.2% 90% False False 3,238
10 105.20 98.65 6.55 6.3% 2.08 2.0% 91% False False 3,530
20 105.20 95.61 9.59 9.2% 1.76 1.7% 94% False False 2,556
40 105.20 84.97 20.23 19.3% 1.44 1.4% 97% False False 1,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 121.46
2.618 115.00
1.618 111.04
1.000 108.59
0.618 107.08
HIGH 104.63
0.618 103.12
0.500 102.65
0.382 102.18
LOW 100.67
0.618 98.22
1.000 96.71
1.618 94.26
2.618 90.30
4.250 83.84
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 103.97 103.87
PP 103.31 103.10
S1 102.65 102.34

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

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