NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 101.18 101.45 0.27 0.3% 100.25
High 101.77 101.85 0.08 0.1% 101.85
Low 99.88 100.19 0.31 0.3% 97.13
Close 101.77 100.80 -0.97 -1.0% 100.80
Range 1.89 1.66 -0.23 -12.2% 4.72
ATR 1.84 1.83 -0.01 -0.7% 0.00
Volume 5,605 2,203 -3,402 -60.7% 17,206
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.93 105.02 101.71
R3 104.27 103.36 101.26
R2 102.61 102.61 101.10
R1 101.70 101.70 100.95 101.33
PP 100.95 100.95 100.95 100.76
S1 100.04 100.04 100.65 99.67
S2 99.29 99.29 100.50
S3 97.63 98.38 100.34
S4 95.97 96.72 99.89
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.09 112.16 103.40
R3 109.37 107.44 102.10
R2 104.65 104.65 101.67
R1 102.72 102.72 101.23 103.69
PP 99.93 99.93 99.93 100.41
S1 98.00 98.00 100.37 98.97
S2 95.21 95.21 99.93
S3 90.49 93.28 99.50
S4 85.77 88.56 98.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.85 97.13 4.72 4.7% 2.07 2.1% 78% True False 3,441
10 101.85 96.38 5.47 5.4% 1.53 1.5% 81% True False 2,254
20 101.85 90.06 11.79 11.7% 1.39 1.4% 91% True False 1,766
40 101.85 84.60 17.25 17.1% 1.17 1.2% 94% True False 1,310
Crabel Price Patterns
NR True
NR4 True
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.91
2.618 106.20
1.618 104.54
1.000 103.51
0.618 102.88
HIGH 101.85
0.618 101.22
0.500 101.02
0.382 100.82
LOW 100.19
0.618 99.16
1.000 98.53
1.618 97.50
2.618 95.84
4.250 93.14
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 101.02 100.62
PP 100.95 100.43
S1 100.87 100.25

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

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