NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 100.58 101.94 1.36 1.4% 99.16
High 101.50 102.61 1.11 1.1% 104.69
Low 99.65 101.94 2.29 2.3% 99.16
Close 99.87 104.21 4.34 4.3% 104.10
Range 1.85 0.67 -1.18 -63.8% 5.53
ATR 1.61 1.69 0.08 5.0% 0.00
Volume 2,475 3,114 639 25.8% 10,871
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 104.93 105.24 104.58
R3 104.26 104.57 104.39
R2 103.59 103.59 104.33
R1 103.90 103.90 104.27 103.75
PP 102.92 102.92 102.92 102.84
S1 103.23 103.23 104.15 103.08
S2 102.25 102.25 104.09
S3 101.58 102.56 104.03
S4 100.91 101.89 103.84
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 4.8% 0.82 0.8% 90% False False 2,259
10 104.69 98.20 6.49 6.2% 1.10 1.1% 93% False False 2,598
20 104.69 95.37 9.32 8.9% 1.13 1.1% 95% False False 1,676
40 104.69 85.48 19.21 18.4% 1.01 1.0% 98% False False 1,187
Crabel Price Patterns
NR True
NR4 False
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.46
2.618 104.36
1.618 103.69
1.000 103.28
0.618 103.02
HIGH 102.61
0.618 102.35
0.500 102.28
0.382 102.20
LOW 101.94
0.618 101.53
1.000 101.27
1.618 100.86
2.618 100.19
4.250 99.09
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 103.57 103.53
PP 102.92 102.85
S1 102.28 102.17

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

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