NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 101.35 99.16 -2.19 -2.2% 99.80
High 101.35 101.40 0.05 0.0% 101.50
Low 100.64 99.16 -1.48 -1.5% 96.83
Close 100.38 101.53 1.15 1.1% 100.38
Range 0.71 2.24 1.53 215.5% 4.67
ATR 1.61 1.65 0.05 2.8% 0.00
Volume 972 1,675 703 72.3% 11,154
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.42 106.71 102.76
R3 105.18 104.47 102.15
R2 102.94 102.94 101.94
R1 102.23 102.23 101.74 102.59
PP 100.70 100.70 100.70 100.87
S1 99.99 99.99 101.32 100.35
S2 98.46 98.46 101.12
S3 96.22 97.75 100.91
S4 93.98 95.51 100.30
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 4.6% 1.89 1.9% 101% False False 2,424
10 101.50 96.83 4.67 4.6% 1.30 1.3% 101% False False 1,608
20 101.50 90.98 10.52 10.4% 1.14 1.1% 100% False False 1,213
40 101.50 85.48 16.02 15.8% 1.01 1.0% 100% False False 859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.92
2.618 107.26
1.618 105.02
1.000 103.64
0.618 102.78
HIGH 101.40
0.618 100.54
0.500 100.28
0.382 100.02
LOW 99.16
0.618 97.78
1.000 96.92
1.618 95.54
2.618 93.30
4.250 89.64
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 101.11 101.13
PP 100.70 100.73
S1 100.28 100.33

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

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