NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 100.86 101.75 0.89 0.9% 100.25
High 101.95 102.81 0.86 0.8% 101.85
Low 99.40 101.30 1.90 1.9% 97.13
Close 102.06 102.86 0.80 0.8% 100.80
Range 2.55 1.51 -1.04 -40.8% 4.72
ATR 1.88 1.85 -0.03 -1.4% 0.00
Volume 3,592 5,173 1,581 44.0% 17,206
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 106.85 106.37 103.69
R3 105.34 104.86 103.28
R2 103.83 103.83 103.14
R1 103.35 103.35 103.00 103.59
PP 102.32 102.32 102.32 102.45
S1 101.84 101.84 102.72 102.08
S2 100.81 100.81 102.58
S3 99.30 100.33 102.44
S4 97.79 98.82 102.03
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
5 102.81 98.65 4.16 4.0% 1.86 1.8% 101% True False 3,823
10 102.81 97.13 5.68 5.5% 1.82 1.8% 101% True False 2,918
20 102.81 91.35 11.46 11.1% 1.42 1.4% 100% True False 2,042
40 102.81 84.60 18.21 17.7% 1.26 1.2% 100% True False 1,521
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.23
2.618 106.76
1.618 105.25
1.000 104.32
0.618 103.74
HIGH 102.81
0.618 102.23
0.500 102.06
0.382 101.88
LOW 101.30
0.618 100.37
1.000 99.79
1.618 98.86
2.618 97.35
4.250 94.88
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 102.59 102.28
PP 102.32 101.69
S1 102.06 101.11

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

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