NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 100.67 102.00 1.33 1.3% 100.86
High 104.63 102.00 -2.63 -2.5% 105.20
Low 100.67 99.05 -1.62 -1.6% 99.40
Close 104.63 99.15 -5.48 -5.2% 104.56
Range 3.96 2.95 -1.01 -25.5% 5.80
ATR 2.12 2.37 0.25 11.6% 0.00
Volume 5,150 3,503 -1,647 -32.0% 16,268
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.92 106.98 100.77
R3 105.97 104.03 99.96
R2 103.02 103.02 99.69
R1 101.08 101.08 99.42 100.58
PP 100.07 100.07 100.07 99.81
S1 98.13 98.13 98.88 97.63
S2 97.12 97.12 98.61
S3 94.17 95.18 98.34
S4 91.22 92.23 97.53
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 99.05 6.15 6.2% 2.43 2.5% 2% False True 3,511
10 105.20 99.05 6.15 6.2% 2.20 2.2% 2% False True 3,626
20 105.20 95.61 9.59 9.7% 1.82 1.8% 37% False False 2,631
40 105.20 86.34 18.86 19.0% 1.50 1.5% 68% False False 1,955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.54
2.618 109.72
1.618 106.77
1.000 104.95
0.618 103.82
HIGH 102.00
0.618 100.87
0.500 100.53
0.382 100.18
LOW 99.05
0.618 97.23
1.000 96.10
1.618 94.28
2.618 91.33
4.250 86.51
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 100.53 101.84
PP 100.07 100.94
S1 99.61 100.05

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

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