NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 102.50 103.90 1.40 1.4% 100.25
High 104.24 105.04 0.80 0.8% 101.85
Low 102.00 103.90 1.90 1.9% 97.13
Close 104.11 105.03 0.92 0.9% 100.80
Range 2.24 1.14 -1.10 -49.1% 4.72
ATR 1.88 1.83 -0.05 -2.8% 0.00
Volume 2,140 2,535 395 18.5% 17,206
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.08 107.69 105.66
R3 106.94 106.55 105.34
R2 105.80 105.80 105.24
R1 105.41 105.41 105.13 105.61
PP 104.66 104.66 104.66 104.75
S1 104.27 104.27 104.93 104.47
S2 103.52 103.52 104.82
S3 102.38 103.13 104.72
S4 101.24 101.99 104.40
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
5 105.04 99.40 5.64 5.4% 1.82 1.7% 100% True False 3,128
10 105.04 97.13 7.91 7.5% 1.85 1.8% 100% True False 3,169
20 105.04 93.39 11.65 11.1% 1.52 1.4% 100% True False 2,171
40 105.04 84.60 20.44 19.5% 1.32 1.3% 100% True False 1,622
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 109.89
2.618 108.02
1.618 106.88
1.000 106.18
0.618 105.74
HIGH 105.04
0.618 104.60
0.500 104.47
0.382 104.34
LOW 103.90
0.618 103.20
1.000 102.76
1.618 102.06
2.618 100.92
4.250 99.06
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 104.84 104.41
PP 104.66 103.79
S1 104.47 103.17

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

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