NYMEX Light Sweet Crude Oil Future January 2009


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 103.17 99.08 -4.09 -4.0% 100.52
High 104.10 99.08 -5.02 -4.8% 104.10
Low 102.95 99.08 -3.87 -3.8% 100.00
Close 103.23 99.08 -4.15 -4.0% 103.23
Range 1.15 0.00 -1.15 -100.0% 4.10
ATR 1.14 1.36 0.21 18.8% 0.00
Volume 452 299 -153 -33.8% 5,303
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 99.08 99.08 99.08
R3 99.08 99.08 99.08
R2 99.08 99.08 99.08
R1 99.08 99.08 99.08 99.08
PP 99.08 99.08 99.08 99.08
S1 99.08 99.08 99.08 99.08
S2 99.08 99.08 99.08
S3 99.08 99.08 99.08
S4 99.08 99.08 99.08
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 99.08 5.02 5.1% 0.37 0.4% 0% False True 788
10 104.10 97.91 6.19 6.2% 0.25 0.2% 19% False False 748
20 104.10 95.30 8.80 8.9% 0.31 0.3% 43% False False 643
40 104.10 84.44 19.66 19.8% 0.28 0.3% 74% False False 709
60 104.10 84.44 19.66 19.8% 0.21 0.2% 74% False False 586
80 104.10 83.94 20.16 20.3% 0.42 0.4% 75% False False 652
100 104.10 79.93 24.17 24.4% 0.57 0.6% 79% False False 653
120 104.10 73.20 30.90 31.2% 0.50 0.5% 84% False False 609
Crabel Price Patterns
NR True
NR4 False
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.08
2.618 99.08
1.618 99.08
1.000 99.08
0.618 99.08
HIGH 99.08
0.618 99.08
0.500 99.08
0.382 99.08
LOW 99.08
0.618 99.08
1.000 99.08
1.618 99.08
2.618 99.08
4.250 99.08
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 99.08 101.59
PP 99.08 100.75
S1 99.08 99.92

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

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