NYMEX Light Sweet Crude Oil Future November 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 104.68 100.58 -4.10 -3.9% 99.16
High 104.69 101.50 -3.19 -3.0% 104.69
Low 103.65 99.65 -4.00 -3.9% 99.16
Close 104.10 99.87 -4.23 -4.1% 104.10
Range 1.04 1.85 0.81 77.9% 5.53
ATR 1.40 1.61 0.22 15.6% 0.00
Volume 1,846 2,475 629 34.1% 10,871
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.89 104.73 100.89
R3 104.04 102.88 100.38
R2 102.19 102.19 100.21
R1 101.03 101.03 100.04 100.69
PP 100.34 100.34 100.34 100.17
S1 99.18 99.18 99.70 98.84
S2 98.49 98.49 99.53
S3 96.64 97.33 99.36
S4 94.79 95.48 98.85
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.24 117.20 107.14
R3 113.71 111.67 105.62
R2 108.18 108.18 105.11
R1 106.14 106.14 104.61 107.16
PP 102.65 102.65 102.65 103.16
S1 100.61 100.61 103.59 101.63
S2 97.12 97.12 103.09
S3 91.59 95.08 102.58
S4 86.06 89.55 101.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.69 99.65 5.04 5.0% 0.81 0.8% 4% False True 2,334
10 104.69 96.83 7.86 7.9% 1.35 1.4% 39% False False 2,379
20 104.69 95.15 9.54 9.6% 1.20 1.2% 49% False False 1,584
40 104.69 85.48 19.21 19.2% 0.99 1.0% 75% False False 1,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.36
2.618 106.34
1.618 104.49
1.000 103.35
0.618 102.64
HIGH 101.50
0.618 100.79
0.500 100.58
0.382 100.36
LOW 99.65
0.618 98.51
1.000 97.80
1.618 96.66
2.618 94.81
4.250 91.79
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 100.58 102.17
PP 100.34 101.40
S1 100.11 100.64

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

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