NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 100.18 100.78 0.60 0.6% 97.72
High 102.24 101.28 -0.96 -0.9% 101.61
Low 100.16 97.44 -2.72 -2.7% 96.69
Close 100.94 97.78 -3.16 -3.1% 100.37
Range 2.08 3.84 1.76 84.6% 4.92
ATR 2.00 2.13 0.13 6.6% 0.00
Volume 5,657 5,916 259 4.6% 24,346
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 110.35 107.91 99.89
R3 106.51 104.07 98.84
R2 102.67 102.67 98.48
R1 100.23 100.23 98.13 99.53
PP 98.83 98.83 98.83 98.49
S1 96.39 96.39 97.43 95.69
S2 94.99 94.99 97.08
S3 91.15 92.55 96.72
S4 87.31 88.71 95.67
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 114.32 112.26 103.08
R3 109.40 107.34 101.72
R2 104.48 104.48 101.27
R1 102.42 102.42 100.82 103.45
PP 99.56 99.56 99.56 100.07
S1 97.50 97.50 99.92 98.53
S2 94.64 94.64 99.47
S3 89.72 92.58 99.02
S4 84.80 87.66 97.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.24 97.44 4.80 4.9% 2.53 2.6% 7% False True 5,410
10 102.24 95.79 6.45 6.6% 2.29 2.3% 31% False False 4,903
20 102.24 86.15 16.09 16.5% 2.00 2.0% 72% False False 4,053
40 102.24 84.33 17.91 18.3% 1.84 1.9% 75% False False 3,667
60 102.24 84.33 17.91 18.3% 1.63 1.7% 75% False False 2,976
80 102.24 84.33 17.91 18.3% 1.49 1.5% 75% False False 2,497
100 102.24 77.45 24.79 25.4% 1.20 1.2% 82% False False 2,203
120 102.24 73.86 28.38 29.0% 1.02 1.0% 84% False False 1,935
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 0.49
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 117.60
2.618 111.33
1.618 107.49
1.000 105.12
0.618 103.65
HIGH 101.28
0.618 99.81
0.500 99.36
0.382 98.91
LOW 97.44
0.618 95.07
1.000 93.60
1.618 91.23
2.618 87.39
4.250 81.12
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 99.36 99.84
PP 98.83 99.15
S1 98.31 98.47

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

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