NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 100.29 100.28 -0.01 0.0% 96.20
High 100.29 101.50 1.21 1.2% 100.70
Low 98.20 100.28 2.08 2.1% 96.14
Close 100.97 101.46 0.49 0.5% 99.70
Range 2.09 1.22 -0.87 -41.6% 4.56
ATR 1.70 1.67 -0.03 -2.0% 0.00
Volume 2,279 6,272 3,993 175.2% 3,923
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 104.74 104.32 102.13
R3 103.52 103.10 101.80
R2 102.30 102.30 101.68
R1 101.88 101.88 101.57 102.09
PP 101.08 101.08 101.08 101.19
S1 100.66 100.66 101.35 100.87
S2 99.86 99.86 101.24
S3 98.64 99.44 101.12
S4 97.42 98.22 100.79
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.53 110.67 102.21
R3 107.97 106.11 100.95
R2 103.41 103.41 100.54
R1 101.55 101.55 100.12 102.48
PP 98.85 98.85 98.85 99.31
S1 96.99 96.99 99.28 97.92
S2 94.29 94.29 98.86
S3 89.73 92.43 98.45
S4 85.17 87.87 97.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.50 96.83 4.67 4.6% 1.80 1.8% 99% True False 2,214
10 101.50 95.37 6.13 6.0% 1.22 1.2% 99% True False 1,523
20 101.50 88.19 13.31 13.1% 1.25 1.2% 100% True False 1,167
40 101.50 85.48 16.02 15.8% 0.95 0.9% 100% True False 857
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.69
2.618 104.69
1.618 103.47
1.000 102.72
0.618 102.25
HIGH 101.50
0.618 101.03
0.500 100.89
0.382 100.75
LOW 100.28
0.618 99.53
1.000 99.06
1.618 98.31
2.618 97.09
4.250 95.10
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 101.27 100.70
PP 101.08 99.93
S1 100.89 99.17

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

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