NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 20-Mar-2008

Day Change Summary
	Previous	Current
	19-Mar-2008	20-Mar-2008	Change	Change %	Previous Week
Open	102.53	97.19	-5.34	-5.2%	99.16
High	102.53	98.70	-3.83	-3.7%	104.69
Low	98.78	96.27	-2.51	-2.5%	99.16
Close	98.78	98.45	-0.33	-0.3%	104.10
Range	3.75	2.43	-1.32	-35.2%	5.53
ATR	1.96	2.00	0.04	2.0%	0.00
Volume	2,134	2,384	250	11.7%	10,871

Daily Pivots for day following 20-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.10	104.20	99.79
R3	102.67	101.77	99.12
R2	100.24	100.24	98.90
R1	99.34	99.34	98.67	99.79
PP	97.81	97.81	97.81	98.03
S1	96.91	96.91	98.23	97.36
S2	95.38	95.38	98.00
S3	92.95	94.48	97.78
S4	90.52	92.05	97.11

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	96.27	8.42	8.6%	1.95	2.0%	26%	False	True	2,390
10	104.69	96.27	8.42	8.6%	1.39	1.4%	26%	False	True	2,195
20	104.69	95.37	9.32	9.5%	1.30	1.3%	33%	False	False	1,859
40	104.69	86.22	18.47	18.8%	1.15	1.2%	66%	False	False	1,276

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.03
2.618	105.06
1.618	102.63
1.000	101.13
0.618	100.20
HIGH	98.70
0.618	97.77
0.500	97.49
0.382	97.20
LOW	96.27
0.618	94.77
1.000	93.84
1.618	92.34
2.618	89.91
4.250	85.94

Fisher Pivots for day following 20-Mar-2008
Pivot	1 day	3 day
R1	98.13	99.44
PP	97.81	99.11
S1	97.49	98.78

Download as Excel Spreadsheet

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

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