NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 101.99 103.14 1.15 1.1% 99.59
High 103.50 104.80 1.30 1.3% 101.38
Low 101.25 102.94 1.69 1.7% 96.46
Close 103.30 104.28 0.98 0.9% 100.00
Range 2.25 1.86 -0.39 -17.3% 4.92
ATR 2.42 2.38 -0.04 -1.7% 0.00
Volume 24,271 32,514 8,243 34.0% 153,289
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.59 108.79 105.30
R3 107.73 106.93 104.79
R2 105.87 105.87 104.62
R1 105.07 105.07 104.45 105.47
PP 104.01 104.01 104.01 104.21
S1 103.21 103.21 104.11 103.61
S2 102.15 102.15 103.94
S3 100.29 101.35 103.77
S4 98.43 99.49 103.26
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
5 104.80 98.40 6.40 6.1% 2.26 2.2% 92% True False 32,816
10 104.80 96.46 8.34 8.0% 2.58 2.5% 94% True False 30,765
20 104.80 92.81 11.99 11.5% 2.39 2.3% 96% True False 24,436
40 104.80 83.90 20.90 20.0% 2.24 2.2% 98% True False 20,954
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 112.71
2.618 109.67
1.618 107.81
1.000 106.66
0.618 105.95
HIGH 104.80
0.618 104.09
0.500 103.87
0.382 103.65
LOW 102.94
0.618 101.79
1.000 101.08
1.618 99.93
2.618 98.07
4.250 95.04
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 104.14 103.71
PP 104.01 103.13
S1 103.87 102.56

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

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