NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 99.16 101.73 2.57 2.6% 99.80
High 101.40 102.14 0.74 0.7% 101.50
Low 99.16 101.50 2.34 2.4% 96.83
Close 101.53 102.37 0.84 0.8% 100.38
Range 2.24 0.64 -1.60 -71.4% 4.67
ATR 1.65 1.58 -0.07 -4.4% 0.00
Volume 1,675 3,490 1,815 108.4% 11,154
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 103.92 103.79 102.72
R3 103.28 103.15 102.55
R2 102.64 102.64 102.49
R1 102.51 102.51 102.43 102.58
PP 102.00 102.00 102.00 102.04
S1 101.87 101.87 102.31 101.94
S2 101.36 101.36 102.25
S3 100.72 101.23 102.19
S4 100.08 100.59 102.02
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
5 102.14 98.20 3.94 3.8% 1.38 1.3% 106% True False 2,937
10 102.14 96.83 5.31 5.2% 1.31 1.3% 104% True False 1,881
20 102.14 91.29 10.85 10.6% 1.13 1.1% 102% True False 1,360
40 102.14 85.48 16.66 16.3% 1.01 1.0% 101% True False 944
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 False
Stretch 0.04
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 104.86
2.618 103.82
1.618 103.18
1.000 102.78
0.618 102.54
HIGH 102.14
0.618 101.90
0.500 101.82
0.382 101.74
LOW 101.50
0.618 101.10
1.000 100.86
1.618 100.46
2.618 99.82
4.250 98.78
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 102.19 101.80
PP 102.00 101.22
S1 101.82 100.65

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

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