NYMEX Light Sweet Crude Oil Future November 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 102.51 104.12 1.61 1.6% 99.80
High 102.51 104.37 1.86 1.8% 101.50
Low 102.30 104.05 1.75 1.7% 96.83
Close 103.70 104.65 0.95 0.9% 100.38
Range 0.21 0.32 0.11 52.4% 4.67
ATR 1.48 1.42 -0.06 -3.9% 0.00
Volume 1,944 1,916 -28 -1.4% 11,154
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.32 105.30 104.83
R3 105.00 104.98 104.74
R2 104.68 104.68 104.71
R1 104.66 104.66 104.68 104.67
PP 104.36 104.36 104.36 104.36
S1 104.34 104.34 104.62 104.35
S2 104.04 104.04 104.59
S3 103.72 104.02 104.56
S4 103.40 103.70 104.47
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
5 104.37 99.16 5.21 5.0% 0.82 0.8% 105% True False 1,999
10 104.37 96.83 7.54 7.2% 1.31 1.3% 104% True False 2,106
20 104.37 93.75 10.62 10.1% 1.13 1.1% 103% True False 1,475
40 104.37 85.48 18.89 18.1% 0.99 0.9% 101% True False 1,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.73
2.618 105.21
1.618 104.89
1.000 104.69
0.618 104.57
HIGH 104.37
0.618 104.25
0.500 104.21
0.382 104.17
LOW 104.05
0.618 103.85
1.000 103.73
1.618 103.53
2.618 103.21
4.250 102.69
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 104.50 104.08
PP 104.36 103.51
S1 104.21 102.94

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

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