NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 100.05 102.51 2.46 2.5% 100.33
High 104.02 103.00 -1.02 -1.0% 104.80
Low 99.71 98.19 -1.52 -1.5% 98.40
Close 103.83 98.45 -5.38 -5.2% 103.66
Range 4.31 4.81 0.50 11.6% 6.40
ATR 2.88 3.08 0.20 6.8% 0.00
Volume 30,182 28,754 -1,428 -4.7% 158,830
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.31 111.19 101.10
R3 109.50 106.38 99.77
R2 104.69 104.69 99.33
R1 101.57 101.57 98.89 100.73
PP 99.88 99.88 99.88 99.46
S1 96.76 96.76 98.01 95.92
S2 95.07 95.07 97.57
S3 90.26 91.95 97.13
S4 85.45 87.14 95.80
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% 4.18 4.2% 16% False False 28,046
10 105.00 97.18 7.82 7.9% 3.26 3.3% 16% False False 31,992
20 105.00 94.78 10.22 10.4% 2.95 3.0% 36% False False 26,170
40 105.00 84.75 20.25 20.6% 2.48 2.5% 68% False False 21,865
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.44
2.618 115.59
1.618 110.78
1.000 107.81
0.618 105.97
HIGH 103.00
0.618 101.16
0.500 100.60
0.382 100.03
LOW 98.19
0.618 95.22
1.000 93.38
1.618 90.41
2.618 85.60
4.250 77.75
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 100.60 101.09
PP 99.88 100.21
S1 99.17 99.33

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

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