NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 97.15 100.46 3.31 3.4% 96.30
High 101.00 101.25 0.25 0.2% 100.61
Low 96.94 98.96 2.02 2.1% 95.55
Close 100.73 101.18 0.45 0.4% 99.49
Range 4.06 2.29 -1.77 -43.6% 5.06
ATR 2.46 2.45 -0.01 -0.5% 0.00
Volume 24,899 48,129 23,230 93.3% 90,837
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.33 106.55 102.44
R3 105.04 104.26 101.81
R2 102.75 102.75 101.60
R1 101.97 101.97 101.39 102.36
PP 100.46 100.46 100.46 100.66
S1 99.68 99.68 100.97 100.07
S2 98.17 98.17 100.76
S3 95.88 97.39 100.55
S4 93.59 95.10 99.92
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 4.9% 2.91 2.9% 96% False False 28,714
10 101.38 94.90 6.48 6.4% 2.60 2.6% 97% False False 23,337
20 101.38 87.50 13.88 13.7% 2.37 2.3% 99% False False 20,422
40 101.38 83.90 17.48 17.3% 2.19 2.2% 99% False False 18,844
Crabel Price Patterns
NR True
NR4 True
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 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.98
2.618 107.25
1.618 104.96
1.000 103.54
0.618 102.67
HIGH 101.25
0.618 100.38
0.500 100.11
0.382 99.83
LOW 98.96
0.618 97.54
1.000 96.67
1.618 95.25
2.618 92.96
4.250 89.23
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 100.82 100.41
PP 100.46 99.63
S1 100.11 98.86

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

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