NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 100.40 102.50 2.10 2.1% 100.45
High 102.77 103.54 0.77 0.7% 102.42
Low 100.13 101.82 1.69 1.7% 97.15
Close 102.68 103.41 0.73 0.7% 101.29
Range 2.64 1.72 -0.92 -34.8% 5.27
ATR 2.15 2.12 -0.03 -1.4% 0.00
Volume 6,595 9,784 3,189 48.4% 26,973
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.08 107.47 104.36
R3 106.36 105.75 103.88
R2 104.64 104.64 103.73
R1 104.03 104.03 103.57 104.34
PP 102.92 102.92 102.92 103.08
S1 102.31 102.31 103.25 102.62
S2 101.20 101.20 103.09
S3 99.48 100.59 102.94
S4 97.76 98.87 102.46
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.10 113.96 104.19
R3 110.83 108.69 102.74
R2 105.56 105.56 102.26
R1 103.42 103.42 101.77 104.49
PP 100.29 100.29 100.29 100.82
S1 98.15 98.15 100.81 99.22
S2 95.02 95.02 100.32
S3 89.75 92.88 99.84
S4 84.48 87.61 98.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.54 98.18 5.36 5.2% 2.42 2.3% 98% True False 6,906
10 103.54 97.15 6.39 6.2% 2.28 2.2% 98% True False 5,958
20 103.54 91.21 12.33 11.9% 1.98 1.9% 99% True False 5,278
40 103.54 84.70 18.84 18.2% 1.79 1.7% 99% True False 3,726
60 103.54 84.70 18.84 18.2% 1.46 1.4% 99% True False 3,166
80 103.54 84.34 19.20 18.6% 1.38 1.3% 99% True False 2,696
100 103.54 79.86 23.68 22.9% 1.20 1.2% 99% True False 2,531
120 103.54 74.47 29.07 28.1% 1.03 1.0% 100% True False 2,252
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.85
2.618 108.04
1.618 106.32
1.000 105.26
0.618 104.60
HIGH 103.54
0.618 102.88
0.500 102.68
0.382 102.48
LOW 101.82
0.618 100.76
1.000 100.10
1.618 99.04
2.618 97.32
4.250 94.51
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 103.17 102.89
PP 102.92 102.36
S1 102.68 101.84

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

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