NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 05-Mar-2008
Day Change Summary
Previous Current
04-Mar-2008 05-Mar-2008 Change Change % Previous Week
Open 101.13 98.20 -2.93 -2.9% 98.16
High 101.80 102.51 0.71 0.7% 101.80
Low 97.51 98.12 0.61 0.6% 96.90
Close 98.09 102.31 4.22 4.3% 100.64
Range 4.29 4.39 0.10 2.3% 4.90
ATR 2.41 2.55 0.14 6.0% 0.00
Volume 12,883 18,745 5,862 45.5% 52,116
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.15 112.62 104.72
R3 109.76 108.23 103.52
R2 105.37 105.37 103.11
R1 103.84 103.84 102.71 104.61
PP 100.98 100.98 100.98 101.36
S1 99.45 99.45 101.91 100.22
S2 96.59 96.59 101.51
S3 92.20 95.06 101.10
S4 87.81 90.67 99.90
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 114.48 112.46 103.34
R3 109.58 107.56 101.99
R2 104.68 104.68 101.54
R1 102.66 102.66 101.09 103.67
PP 99.78 99.78 99.78 100.29
S1 97.76 97.76 100.19 98.77
S2 94.88 94.88 99.74
S3 89.98 92.86 99.29
S4 85.08 87.96 97.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.54 97.51 5.03 4.9% 3.29 3.2% 95% False False 12,898
10 102.54 96.06 6.48 6.3% 2.70 2.6% 96% False False 11,551
20 102.54 86.28 16.26 15.9% 2.49 2.4% 99% False False 9,004
40 102.54 85.17 17.37 17.0% 2.18 2.1% 99% False False 7,566
60 102.54 85.17 17.37 17.0% 2.02 2.0% 99% False False 6,039
80 102.54 85.12 17.42 17.0% 1.97 1.9% 99% False False 5,002
100 102.54 78.25 24.29 23.7% 1.72 1.7% 99% False False 4,272
120 102.54 73.75 28.79 28.1% 1.47 1.4% 99% False False 3,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 121.17
2.618 114.00
1.618 109.61
1.000 106.90
0.618 105.22
HIGH 102.51
0.618 100.83
0.500 100.32
0.382 99.80
LOW 98.12
0.618 95.41
1.000 93.73
1.618 91.02
2.618 86.63
4.250 79.46
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 101.65 101.55
PP 100.98 100.79
S1 100.32 100.03

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

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