NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 101.00 101.99 0.99 1.0% 99.59
High 102.60 103.50 0.90 0.9% 101.38
Low 100.32 101.25 0.93 0.9% 96.46
Close 101.90 103.30 1.40 1.4% 100.00
Range 2.28 2.25 -0.03 -1.3% 4.92
ATR 2.44 2.42 -0.01 -0.5% 0.00
Volume 36,832 24,271 -12,561 -34.1% 153,289
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.43 108.62 104.54
R3 107.18 106.37 103.92
R2 104.93 104.93 103.71
R1 104.12 104.12 103.51 104.53
PP 102.68 102.68 102.68 102.89
S1 101.87 101.87 103.09 102.28
S2 100.43 100.43 102.89
S3 98.18 99.62 102.68
S4 95.93 97.37 102.06
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
5 103.50 98.40 5.10 4.9% 2.35 2.3% 96% True False 35,939
10 103.50 96.46 7.04 6.8% 2.75 2.7% 97% True False 29,528
20 103.50 92.25 11.25 10.9% 2.38 2.3% 98% True False 23,438
40 103.50 83.90 19.60 19.0% 2.25 2.2% 99% True False 20,493
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 3 trading days
Fibonacci Retracements and Extensions
4.250 113.06
2.618 109.39
1.618 107.14
1.000 105.75
0.618 104.89
HIGH 103.50
0.618 102.64
0.500 102.38
0.382 102.11
LOW 101.25
0.618 99.86
1.000 99.00
1.618 97.61
2.618 95.36
4.250 91.69
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 102.99 102.52
PP 102.68 101.73
S1 102.38 100.95

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

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