NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 100.28 101.35 1.07 1.1% 99.80
High 101.50 101.35 -0.15 -0.1% 101.50
Low 100.28 100.64 0.36 0.4% 96.83
Close 101.46 100.38 -1.08 -1.1% 100.38
Range 1.22 0.71 -0.51 -41.8% 4.67
ATR 1.67 1.61 -0.06 -3.6% 0.00
Volume 6,272 972 -5,300 -84.5% 11,154
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.92 102.36 100.77
R3 102.21 101.65 100.58
R2 101.50 101.50 100.51
R1 100.94 100.94 100.45 100.87
PP 100.79 100.79 100.79 100.75
S1 100.23 100.23 100.31 100.16
S2 100.08 100.08 100.25
S3 99.37 99.52 100.18
S4 98.66 98.81 99.99
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 113.58 111.65 102.95
R3 108.91 106.98 101.66
R2 104.24 104.24 101.24
R1 102.31 102.31 100.81 103.28
PP 99.57 99.57 99.57 100.05
S1 97.64 97.64 99.95 98.61
S2 94.90 94.90 99.52
S3 90.23 92.97 99.10
S4 85.56 88.30 97.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.50 96.83 4.67 4.7% 1.71 1.7% 76% False False 2,230
10 101.50 96.14 5.36 5.3% 1.14 1.1% 79% False False 1,507
20 101.50 89.80 11.70 11.7% 1.17 1.2% 90% False False 1,160
40 101.50 85.48 16.02 16.0% 0.97 1.0% 93% False False 874
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.37
2.618 103.21
1.618 102.50
1.000 102.06
0.618 101.79
HIGH 101.35
0.618 101.08
0.500 101.00
0.382 100.91
LOW 100.64
0.618 100.20
1.000 99.93
1.618 99.49
2.618 98.78
4.250 97.62
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 101.00 100.20
PP 100.79 100.03
S1 100.59 99.85

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

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