NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 104.12 104.68 0.56 0.5% 99.16
High 104.37 104.69 0.32 0.3% 104.69
Low 104.05 103.65 -0.40 -0.4% 99.16
Close 104.65 104.10 -0.55 -0.5% 104.10
Range 0.32 1.04 0.72 225.0% 5.53
ATR 1.42 1.40 -0.03 -1.9% 0.00
Volume 1,916 1,846 -70 -3.7% 10,871
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.27 106.72 104.67
R3 106.23 105.68 104.39
R2 105.19 105.19 104.29
R1 104.64 104.64 104.20 104.40
PP 104.15 104.15 104.15 104.02
S1 103.60 103.60 104.00 103.36
S2 103.11 103.11 103.91
S3 102.07 102.56 103.81
S4 101.03 101.52 103.53
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.24 117.20 107.14
R3 113.71 111.67 105.62
R2 108.18 108.18 105.11
R1 106.14 106.14 104.61 107.16
PP 102.65 102.65 102.65 103.16
S1 100.61 100.61 103.59 101.63
S2 97.12 97.12 103.09
S3 91.59 95.08 102.58
S4 86.06 89.55 101.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.69 99.16 5.53 5.3% 0.89 0.9% 89% True False 2,174
10 104.69 96.83 7.86 7.6% 1.30 1.2% 92% True False 2,202
20 104.69 93.75 10.94 10.5% 1.14 1.1% 95% True False 1,514
40 104.69 85.48 19.21 18.5% 0.97 0.9% 97% True False 1,059
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 0.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.11
2.618 107.41
1.618 106.37
1.000 105.73
0.618 105.33
HIGH 104.69
0.618 104.29
0.500 104.17
0.382 104.05
LOW 103.65
0.618 103.01
1.000 102.61
1.618 101.97
2.618 100.93
4.250 99.23
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 104.17 103.90
PP 104.15 103.70
S1 104.12 103.50

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

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