NYMEX Light Sweet Crude Oil Future December 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 103.81 103.59 -0.22 -0.2% 100.33
High 104.60 105.00 0.40 0.4% 104.80
Low 102.50 97.18 -5.32 -5.2% 98.40
Close 103.66 99.48 -4.18 -4.0% 103.66
Range 2.10 7.82 5.72 272.4% 6.40
ATR 2.36 2.75 0.39 16.5% 0.00
Volume 27,813 20,971 -6,842 -24.6% 158,830
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 124.01 119.57 103.78
R3 116.19 111.75 101.63
R2 108.37 108.37 100.91
R1 103.93 103.93 100.20 102.24
PP 100.55 100.55 100.55 99.71
S1 96.11 96.11 98.76 94.42
S2 92.73 92.73 98.05
S3 84.91 88.29 97.33
S4 77.09 80.47 95.18
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 121.49 118.97 107.18
R3 115.09 112.57 105.42
R2 108.69 108.69 104.83
R1 106.17 106.17 104.25 107.43
PP 102.29 102.29 102.29 102.92
S1 99.77 99.77 103.07 101.03
S2 95.89 95.89 102.49
S3 89.49 93.37 101.90
S4 83.09 86.97 100.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.00 97.18 7.82 7.9% 3.26 3.3% 29% True True 28,480
10 105.00 96.46 8.54 8.6% 3.17 3.2% 35% True False 31,209
20 105.00 93.63 11.37 11.4% 2.79 2.8% 51% True False 25,083
40 105.00 83.90 21.10 21.2% 2.40 2.4% 74% True False 21,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 138.24
2.618 125.47
1.618 117.65
1.000 112.82
0.618 109.83
HIGH 105.00
0.618 102.01
0.500 101.09
0.382 100.17
LOW 97.18
0.618 92.35
1.000 89.36
1.618 84.53
2.618 76.71
4.250 63.95
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 101.09 101.09
PP 100.55 100.55
S1 100.02 100.02

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

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