NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 99.59 100.06 0.47 0.5% 96.30
High 101.38 100.53 -0.85 -0.8% 100.61
Low 98.64 96.46 -2.18 -2.2% 95.55
Close 100.06 96.93 -3.13 -3.1% 99.49
Range 2.74 4.07 1.33 48.5% 5.06
ATR 2.20 2.33 0.13 6.1% 0.00
Volume 20,998 26,200 5,202 24.8% 90,837
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 110.18 107.63 99.17
R3 106.11 103.56 98.05
R2 102.04 102.04 97.68
R1 99.49 99.49 97.30 98.73
PP 97.97 97.97 97.97 97.60
S1 95.42 95.42 96.56 94.66
S2 93.90 93.90 96.18
S3 89.83 91.35 95.81
S4 85.76 87.28 94.69
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 113.73 111.67 102.27
R3 108.67 106.61 100.88
R2 103.61 103.61 100.42
R1 101.55 101.55 99.95 102.58
PP 98.55 98.55 98.55 99.07
S1 96.49 96.49 99.03 97.52
S2 93.49 93.49 98.56
S3 88.43 91.43 98.10
S4 83.37 86.37 96.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.38 96.46 4.92 5.1% 2.74 2.8% 10% False True 21,307
10 101.38 94.78 6.60 6.8% 2.48 2.6% 33% False False 19,697
20 101.38 85.60 15.78 16.3% 2.24 2.3% 72% False False 18,875
40 101.38 83.90 17.48 18.0% 2.13 2.2% 75% False False 17,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 117.83
2.618 111.19
1.618 107.12
1.000 104.60
0.618 103.05
HIGH 100.53
0.618 98.98
0.500 98.50
0.382 98.01
LOW 96.46
0.618 93.94
1.000 92.39
1.618 89.87
2.618 85.80
4.250 79.16
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 98.50 98.92
PP 97.97 98.26
S1 97.45 97.59

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

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