NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 101.73 102.51 0.78 0.8% 99.80
High 102.14 102.51 0.37 0.4% 101.50
Low 101.50 102.30 0.80 0.8% 96.83
Close 102.37 103.70 1.33 1.3% 100.38
Range 0.64 0.21 -0.43 -67.2% 4.67
ATR 1.58 1.48 -0.10 -6.2% 0.00
Volume 3,490 1,944 -1,546 -44.3% 11,154
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 103.47 103.79 103.82
R3 103.26 103.58 103.76
R2 103.05 103.05 103.74
R1 103.37 103.37 103.72 103.21
PP 102.84 102.84 102.84 102.76
S1 103.16 103.16 103.68 103.00
S2 102.63 102.63 103.66
S3 102.42 102.95 103.64
S4 102.21 102.74 103.58
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 113.58 111.65 102.95
R3 108.91 106.98 101.66
R2 104.24 104.24 101.24
R1 102.31 102.31 100.81 103.28
PP 99.57 99.57 99.57 100.05
S1 97.64 97.64 99.95 98.61
S2 94.90 94.90 99.52
S3 90.23 92.97 99.10
S4 85.56 88.30 97.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.51 99.16 3.35 3.2% 1.00 1.0% 136% True False 2,870
10 102.51 96.83 5.68 5.5% 1.28 1.2% 121% True False 2,019
20 102.51 93.04 9.47 9.1% 1.14 1.1% 113% True False 1,404
40 102.51 85.48 17.03 16.4% 1.01 1.0% 107% True False 980
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 0.02
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.40
2.618 103.06
1.618 102.85
1.000 102.72
0.618 102.64
HIGH 102.51
0.618 102.43
0.500 102.41
0.382 102.38
LOW 102.30
0.618 102.17
1.000 102.09
1.618 101.96
2.618 101.75
4.250 101.41
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 103.27 102.75
PP 102.84 101.79
S1 102.41 100.84

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

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