NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 100.46 101.00 0.54 0.5% 99.59
High 101.25 101.23 -0.02 0.0% 101.38
Low 98.96 99.11 0.15 0.2% 96.46
Close 101.18 100.00 -1.18 -1.2% 100.00
Range 2.29 2.12 -0.17 -7.4% 4.92
ATR 2.45 2.42 -0.02 -1.0% 0.00
Volume 48,129 33,063 -15,066 -31.3% 153,289
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 106.47 105.36 101.17
R3 104.35 103.24 100.58
R2 102.23 102.23 100.39
R1 101.12 101.12 100.19 100.62
PP 100.11 100.11 100.11 99.86
S1 99.00 99.00 99.81 98.50
S2 97.99 97.99 99.61
S3 95.87 96.88 99.42
S4 93.75 94.76 98.83
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.04 111.94 102.71
R3 109.12 107.02 101.35
R2 104.20 104.20 100.90
R1 102.10 102.10 100.45 103.15
PP 99.28 99.28 99.28 99.81
S1 97.18 97.18 99.55 98.23
S2 94.36 94.36 99.10
S3 89.44 92.26 98.65
S4 84.52 87.34 97.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.38 96.46 4.92 4.9% 3.06 3.1% 72% False False 30,657
10 101.38 95.55 5.83 5.8% 2.64 2.6% 76% False False 24,412
20 101.38 89.35 12.03 12.0% 2.33 2.3% 89% False False 21,209
40 101.38 83.90 17.48 17.5% 2.19 2.2% 92% False False 19,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.24
2.618 106.78
1.618 104.66
1.000 103.35
0.618 102.54
HIGH 101.23
0.618 100.42
0.500 100.17
0.382 99.92
LOW 99.11
0.618 97.80
1.000 96.99
1.618 95.68
2.618 93.56
4.250 90.10
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 100.17 99.70
PP 100.11 99.40
S1 100.06 99.10

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

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