NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 101.00 100.33 -0.67 -0.7% 99.59
High 101.23 101.20 -0.03 0.0% 101.38
Low 99.11 98.40 -0.71 -0.7% 96.46
Close 100.00 101.03 1.03 1.0% 100.00
Range 2.12 2.80 0.68 32.1% 4.92
ATR 2.42 2.45 0.03 1.1% 0.00
Volume 33,063 37,400 4,337 13.1% 153,289
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.61 107.62 102.57
R3 105.81 104.82 101.80
R2 103.01 103.01 101.54
R1 102.02 102.02 101.29 102.52
PP 100.21 100.21 100.21 100.46
S1 99.22 99.22 100.77 99.72
S2 97.41 97.41 100.52
S3 94.61 96.42 100.26
S4 91.81 93.62 99.49
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.04 111.94 102.71
R3 109.12 107.02 101.35
R2 104.20 104.20 100.90
R1 102.10 102.10 100.45 103.15
PP 99.28 99.28 99.28 99.81
S1 97.18 97.18 99.55 98.23
S2 94.36 94.36 99.10
S3 89.44 92.26 98.65
S4 84.52 87.34 97.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.25 96.46 4.79 4.7% 3.07 3.0% 95% False False 33,938
10 101.38 96.11 5.27 5.2% 2.77 2.7% 93% False False 26,366
20 101.38 90.39 10.99 10.9% 2.31 2.3% 97% False False 22,119
40 101.38 83.90 17.48 17.3% 2.23 2.2% 98% False False 19,528
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.10
2.618 108.53
1.618 105.73
1.000 104.00
0.618 102.93
HIGH 101.20
0.618 100.13
0.500 99.80
0.382 99.47
LOW 98.40
0.618 96.67
1.000 95.60
1.618 93.87
2.618 91.07
4.250 86.50
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 100.62 100.63
PP 100.21 100.23
S1 99.80 99.83

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

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