NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 102.68 97.80 -4.88 -4.8% 100.52
High 102.68 97.80 -4.88 -4.8% 104.10
Low 102.28 97.80 -4.48 -4.4% 100.00
Close 98.10 97.80 -0.30 -0.3% 103.23
Range 0.40 0.00 -0.40 -100.0% 4.10
ATR 1.40 1.32 -0.08 -5.6% 0.00
Volume 1,708 268 -1,440 -84.3% 5,303
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 97.80 97.80 97.80
R3 97.80 97.80 97.80
R2 97.80 97.80 97.80
R1 97.80 97.80 97.80 97.80
PP 97.80 97.80 97.80 97.80
S1 97.80 97.80 97.80 97.80
S2 97.80 97.80 97.80
S3 97.80 97.80 97.80
S4 97.80 97.80 97.80
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 97.80 6.30 6.4% 0.68 0.7% 0% False True 670
10 104.10 97.80 6.30 6.4% 0.41 0.4% 0% False True 856
20 104.10 95.30 8.80 9.0% 0.35 0.4% 28% False False 693
40 104.10 86.00 18.10 18.5% 0.31 0.3% 65% False False 711
60 104.10 84.44 19.66 20.1% 0.25 0.3% 68% False False 604
80 104.10 83.94 20.16 20.6% 0.45 0.5% 69% False False 639
100 104.10 82.46 21.64 22.1% 0.59 0.6% 71% False False 651
120 104.10 73.20 30.90 31.6% 0.51 0.5% 80% False False 627
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 3 trading days
Fibonacci Retracements and Extensions
4.250 97.80
2.618 97.80
1.618 97.80
1.000 97.80
0.618 97.80
HIGH 97.80
0.618 97.80
0.500 97.80
0.382 97.80
LOW 97.80
0.618 97.80
1.000 97.80
1.618 97.80
2.618 97.80
4.250 97.80
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 97.80 100.24
PP 97.80 99.43
S1 97.80 98.61

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

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