NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 103.88 103.17 -0.71 -0.7% 100.52
High 103.88 104.10 0.22 0.2% 104.10
Low 103.88 102.95 -0.93 -0.9% 100.00
Close 103.88 103.23 -0.65 -0.6% 103.23
Range 0.00 1.15 1.15 4.10
ATR 1.14 1.14 0.00 0.1% 0.00
Volume 1,439 452 -987 -68.6% 5,303
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 106.88 106.20 103.86
R3 105.73 105.05 103.55
R2 104.58 104.58 103.44
R1 103.90 103.90 103.34 104.24
PP 103.43 103.43 103.43 103.60
S1 102.75 102.75 103.12 103.09
S2 102.28 102.28 103.02
S3 101.13 101.60 102.91
S4 99.98 100.45 102.60
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.74 113.09 105.49
R3 110.64 108.99 104.36
R2 106.54 106.54 103.98
R1 104.89 104.89 103.61 105.72
PP 102.44 102.44 102.44 102.86
S1 100.79 100.79 102.85 101.62
S2 98.34 98.34 102.48
S3 94.24 96.69 102.10
S4 90.14 92.59 100.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.10 100.00 4.10 4.0% 0.37 0.4% 79% True False 1,060
10 104.10 97.91 6.19 6.0% 0.34 0.3% 86% True False 728
20 104.10 92.74 11.36 11.0% 0.37 0.4% 92% True False 787
40 104.10 84.44 19.66 19.0% 0.28 0.3% 96% True False 705
60 104.10 84.44 19.66 19.0% 0.23 0.2% 96% True False 589
80 104.10 83.94 20.16 19.5% 0.45 0.4% 96% True False 651
100 104.10 78.79 25.31 24.5% 0.57 0.6% 97% True False 655
120 104.10 73.20 30.90 29.9% 0.50 0.5% 97% True False 612
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 0.05
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 108.99
2.618 107.11
1.618 105.96
1.000 105.25
0.618 104.81
HIGH 104.10
0.618 103.66
0.500 103.53
0.382 103.39
LOW 102.95
0.618 102.24
1.000 101.80
1.618 101.09
2.618 99.94
4.250 98.06
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 103.53 103.20
PP 103.43 103.18
S1 103.33 103.15

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

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