NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 10-Mar-2008

Day Change Summary
	Previous	Current
	07-Mar-2008	10-Mar-2008	Change	Change %	Previous Week
Open	101.00	100.33	-0.67	-0.7%	99.59
High	101.23	101.20	-0.03	0.0%	101.38
Low	99.11	98.40	-0.71	-0.7%	96.46
Close	100.00	101.03	1.03	1.0%	100.00
Range	2.12	2.80	0.68	32.1%	4.92
ATR	2.42	2.45	0.03	1.1%	0.00
Volume	33,063	37,400	4,337	13.1%	153,289

Daily Pivots for day following 10-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	108.61	107.62	102.57
R3	105.81	104.82	101.80
R2	103.01	103.01	101.54
R1	102.02	102.02	101.29	102.52
PP	100.21	100.21	100.21	100.46
S1	99.22	99.22	100.77	99.72
S2	97.41	97.41	100.52
S3	94.61	96.42	100.26
S4	91.81	93.62	99.49

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	101.25	96.46	4.79	4.7%	3.07	3.0%	95%	False	False	33,938
10	101.38	96.11	5.27	5.2%	2.77	2.7%	93%	False	False	26,366
20	101.38	90.39	10.99	10.9%	2.31	2.3%	97%	False	False	22,119
40	101.38	83.90	17.48	17.3%	2.23	2.2%	98%	False	False	19,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.54
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113.10
2.618	108.53
1.618	105.73
1.000	104.00
0.618	102.93
HIGH	101.20
0.618	100.13
0.500	99.80
0.382	99.47
LOW	98.40
0.618	96.67
1.000	95.60
1.618	93.87
2.618	91.07
4.250	86.50

Fisher Pivots for day following 10-Mar-2008
Pivot	1 day	3 day
R1	100.62	100.63
PP	100.21	100.23
S1	99.80	99.83

Download as Excel Spreadsheet

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

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