NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 102.00 96.67 -5.33 -5.2% 100.86
High 102.00 98.77 -3.23 -3.2% 105.20
Low 99.05 96.67 -2.38 -2.4% 99.40
Close 99.15 98.77 -0.38 -0.4% 104.56
Range 2.95 2.10 -0.85 -28.8% 5.80
ATR 2.37 2.38 0.01 0.3% 0.00
Volume 3,503 5,564 2,061 58.8% 16,268
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 104.37 103.67 99.93
R3 102.27 101.57 99.35
R2 100.17 100.17 99.16
R1 99.47 99.47 98.96 99.82
PP 98.07 98.07 98.07 98.25
S1 97.37 97.37 98.58 97.72
S2 95.97 95.97 98.39
S3 93.87 95.27 98.19
S4 91.77 93.17 97.62
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 96.67 8.53 8.6% 2.63 2.7% 25% False True 4,117
10 105.20 96.67 8.53 8.6% 2.22 2.3% 25% False True 3,622
20 105.20 95.61 9.59 9.7% 1.86 1.9% 33% False False 2,868
40 105.20 86.34 18.86 19.1% 1.55 1.6% 66% False False 2,040
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.70
2.618 104.27
1.618 102.17
1.000 100.87
0.618 100.07
HIGH 98.77
0.618 97.97
0.500 97.72
0.382 97.47
LOW 96.67
0.618 95.37
1.000 94.57
1.618 93.27
2.618 91.17
4.250 87.75
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 98.42 100.65
PP 98.07 100.02
S1 97.72 99.40

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

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