NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 19-Mar-2008

Day Change Summary
	Previous	Current
	18-Mar-2008	19-Mar-2008	Change	Change %	Previous Week
Open	100.05	102.51	2.46	2.5%	100.33
High	104.02	103.00	-1.02	-1.0%	104.80
Low	99.71	98.19	-1.52	-1.5%	98.40
Close	103.83	98.45	-5.38	-5.2%	103.66
Range	4.31	4.81	0.50	11.6%	6.40
ATR	2.88	3.08	0.20	6.8%	0.00
Volume	30,182	28,754	-1,428	-4.7%	158,830

Daily Pivots for day following 19-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.31	111.19	101.10
R3	109.50	106.38	99.77
R2	104.69	104.69	99.33
R1	101.57	101.57	98.89	100.73
PP	99.88	99.88	99.88	99.46
S1	96.76	96.76	98.01	95.92
S2	95.07	95.07	97.57
S3	90.26	91.95	97.13
S4	85.45	87.14	95.80

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	105.00	97.18	7.82	7.9%	4.18	4.2%	16%	False	False	28,046
10	105.00	97.18	7.82	7.9%	3.26	3.3%	16%	False	False	31,992
20	105.00	94.78	10.22	10.4%	2.95	3.0%	36%	False	False	26,170
40	105.00	84.75	20.25	20.6%	2.48	2.5%	68%	False	False	21,865

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	0.65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.44
2.618	115.59
1.618	110.78
1.000	107.81
0.618	105.97
HIGH	103.00
0.618	101.16
0.500	100.60
0.382	100.03
LOW	98.19
0.618	95.22
1.000	93.38
1.618	90.41
2.618	85.60
4.250	77.75

Fisher Pivots for day following 19-Mar-2008
Pivot	1 day	3 day
R1	100.60	101.09
PP	99.88	100.21
S1	99.17	99.33

Download as Excel Spreadsheet

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

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