NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 05-Mar-2008
Day Change Summary
Previous Current
04-Mar-2008 05-Mar-2008 Change Change % Previous Week
Open 100.60 98.65 -1.95 -1.9% 96.66
High 100.88 100.34 -0.54 -0.5% 100.92
Low 97.13 98.65 1.52 1.6% 96.38
Close 97.32 101.23 3.91 4.0% 99.92
Range 3.75 1.69 -2.06 -54.9% 4.54
ATR 1.75 1.84 0.09 5.2% 0.00
Volume 4,506 2,542 -1,964 -43.6% 5,337
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.14 104.88 102.16
R3 103.45 103.19 101.69
R2 101.76 101.76 101.54
R1 101.50 101.50 101.38 101.63
PP 100.07 100.07 100.07 100.14
S1 99.81 99.81 101.08 99.94
S2 98.38 98.38 100.92
S3 96.69 98.12 100.77
S4 95.00 96.43 100.30
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.69 110.85 102.42
R3 108.15 106.31 101.17
R2 103.61 103.61 100.75
R1 101.77 101.77 100.34 102.69
PP 99.07 99.07 99.07 99.54
S1 97.23 97.23 99.50 98.15
S2 94.53 94.53 99.09
S3 89.99 92.69 98.67
S4 85.45 88.15 97.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.51 97.13 4.38 4.3% 1.90 1.9% 94% False False 2,363
10 101.51 95.61 5.90 5.8% 1.44 1.4% 95% False False 1,636
20 101.51 86.44 15.07 14.9% 1.40 1.4% 98% False False 1,448
40 101.51 84.60 16.91 16.7% 1.08 1.1% 98% False False 1,130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.52
2.618 104.76
1.618 103.07
1.000 102.03
0.618 101.38
HIGH 100.34
0.618 99.69
0.500 99.50
0.382 99.30
LOW 98.65
0.618 97.61
1.000 96.96
1.618 95.92
2.618 94.23
4.250 91.47
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 100.65 100.59
PP 100.07 99.96
S1 99.50 99.32

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

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