NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 100.33 101.00 0.67 0.7% 99.59
High 101.20 102.60 1.40 1.4% 101.38
Low 98.40 100.32 1.92 2.0% 96.46
Close 101.03 101.90 0.87 0.9% 100.00
Range 2.80 2.28 -0.52 -18.6% 4.92
ATR 2.45 2.44 -0.01 -0.5% 0.00
Volume 37,400 36,832 -568 -1.5% 153,289
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.45 107.45 103.15
R3 106.17 105.17 102.53
R2 103.89 103.89 102.32
R1 102.89 102.89 102.11 103.39
PP 101.61 101.61 101.61 101.86
S1 100.61 100.61 101.69 101.11
S2 99.33 99.33 101.48
S3 97.05 98.33 101.27
S4 94.77 96.05 100.65
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
5 102.60 96.94 5.66 5.6% 2.71 2.7% 88% True False 36,064
10 102.60 96.46 6.14 6.0% 2.73 2.7% 89% True False 28,686
20 102.60 90.69 11.91 11.7% 2.34 2.3% 94% True False 22,890
40 102.60 83.90 18.70 18.4% 2.25 2.2% 96% True False 20,107
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.29
2.618 108.57
1.618 106.29
1.000 104.88
0.618 104.01
HIGH 102.60
0.618 101.73
0.500 101.46
0.382 101.19
LOW 100.32
0.618 98.91
1.000 98.04
1.618 96.63
2.618 94.35
4.250 90.63
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 101.75 101.43
PP 101.61 100.97
S1 101.46 100.50

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

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