NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 103.14 103.81 0.67 0.6% 100.33
High 104.80 104.60 -0.20 -0.2% 104.80
Low 102.94 102.50 -0.44 -0.4% 98.40
Close 104.28 103.66 -0.62 -0.6% 103.66
Range 1.86 2.10 0.24 12.9% 6.40
ATR 2.38 2.36 -0.02 -0.8% 0.00
Volume 32,514 27,813 -4,701 -14.5% 158,830
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.89 108.87 104.82
R3 107.79 106.77 104.24
R2 105.69 105.69 104.05
R1 104.67 104.67 103.85 104.13
PP 103.59 103.59 103.59 103.32
S1 102.57 102.57 103.47 102.03
S2 101.49 101.49 103.28
S3 99.39 100.47 103.08
S4 97.29 98.37 102.51
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 121.49 118.97 107.18
R3 115.09 112.57 105.42
R2 108.69 108.69 104.83
R1 106.17 106.17 104.25 107.43
PP 102.29 102.29 102.29 102.92
S1 99.77 99.77 103.07 101.03
S2 95.89 95.89 102.49
S3 89.49 93.37 101.90
S4 83.09 86.97 100.14
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 6.2% 2.26 2.2% 82% False False 31,766
10 104.80 96.46 8.34 8.0% 2.66 2.6% 86% False False 31,211
20 104.80 93.63 11.17 10.8% 2.41 2.3% 90% False False 24,930
40 104.80 83.90 20.90 20.2% 2.24 2.2% 95% False False 21,171
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.53
2.618 110.10
1.618 108.00
1.000 106.70
0.618 105.90
HIGH 104.60
0.618 103.80
0.500 103.55
0.382 103.30
LOW 102.50
0.618 101.20
1.000 100.40
1.618 99.10
2.618 97.00
4.250 93.58
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 103.62 103.45
PP 103.59 103.24
S1 103.55 103.03

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

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