NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 105.07 103.40 -1.67 -1.6% 100.86
High 105.20 103.40 -1.80 -1.7% 105.20
Low 105.00 99.48 -5.52 -5.3% 99.40
Close 104.56 100.30 -4.26 -4.1% 104.56
Range 0.20 3.92 3.72 1,860.0% 5.80
ATR 1.71 1.95 0.24 14.1% 0.00
Volume 2,828 3,540 712 25.2% 16,268
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 112.82 110.48 102.46
R3 108.90 106.56 101.38
R2 104.98 104.98 101.02
R1 102.64 102.64 100.66 101.85
PP 101.06 101.06 101.06 100.67
S1 98.72 98.72 99.94 97.93
S2 97.14 97.14 99.58
S3 93.22 94.80 99.22
S4 89.30 90.88 98.14
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.45 118.31 107.75
R3 114.65 112.51 106.16
R2 108.85 108.85 105.62
R1 106.71 106.71 105.09 107.78
PP 103.05 103.05 103.05 103.59
S1 100.91 100.91 104.03 101.98
S2 97.25 97.25 103.50
S3 91.45 95.11 102.97
S4 85.65 89.31 101.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.20 99.48 5.72 5.7% 1.80 1.8% 14% False True 3,243
10 105.20 97.13 8.07 8.0% 2.06 2.0% 39% False False 3,466
20 105.20 95.61 9.59 9.6% 1.59 1.6% 49% False False 2,421
40 105.20 84.60 20.60 20.5% 1.38 1.4% 76% False False 1,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 120.06
2.618 113.66
1.618 109.74
1.000 107.32
0.618 105.82
HIGH 103.40
0.618 101.90
0.500 101.44
0.382 100.98
LOW 99.48
0.618 97.06
1.000 95.56
1.618 93.14
2.618 89.22
4.250 82.82
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 101.44 102.34
PP 101.06 101.66
S1 100.68 100.98

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

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