NYMEX Light Sweet Crude Oil Future November 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 101.94 102.53 0.59 0.6% 99.16
High 102.61 102.53 -0.08 -0.1% 104.69
Low 101.94 98.78 -3.16 -3.1% 99.16
Close 104.21 98.78 -5.43 -5.2% 104.10
Range 0.67 3.75 3.08 459.7% 5.53
ATR 1.69 1.96 0.27 15.8% 0.00
Volume 3,114 2,134 -980 -31.5% 10,871
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.28 108.78 100.84
R3 107.53 105.03 99.81
R2 103.78 103.78 99.47
R1 101.28 101.28 99.12 100.66
PP 100.03 100.03 100.03 99.72
S1 97.53 97.53 98.44 96.91
S2 96.28 96.28 98.09
S3 92.53 93.78 97.75
S4 88.78 90.03 96.72
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 98.78 5.91 6.0% 1.53 1.5% 0% False True 2,297
10 104.69 98.78 5.91 6.0% 1.27 1.3% 0% False True 2,583
20 104.69 95.37 9.32 9.4% 1.23 1.2% 37% False False 1,760
40 104.69 86.22 18.47 18.7% 1.09 1.1% 68% False False 1,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 118.47
2.618 112.35
1.618 108.60
1.000 106.28
0.618 104.85
HIGH 102.53
0.618 101.10
0.500 100.66
0.382 100.21
LOW 98.78
0.618 96.46
1.000 95.03
1.618 92.71
2.618 88.96
4.250 82.84
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 100.66 100.70
PP 100.03 100.06
S1 99.41 99.42

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

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