NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 40.10 41.38 1.28 3.2% 39.73
High 42.07 45.76 3.69 8.8% 45.30
Low 39.44 41.04 1.60 4.1% 37.65
Close 41.65 45.38 3.73 9.0% 44.76
Range 2.63 4.72 2.09 79.5% 7.65
ATR 3.05 3.17 0.12 3.9% 0.00
Volume 245,234 241,537 -3,697 -1.5% 1,379,531
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.22 56.52 47.98
R3 53.50 51.80 46.68
R2 48.78 48.78 46.25
R1 47.08 47.08 45.81 47.93
PP 44.06 44.06 44.06 44.49
S1 42.36 42.36 44.95 43.21
S2 39.34 39.34 44.51
S3 34.62 37.64 44.08
S4 29.90 32.92 42.78
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.52 62.79 48.97
R3 57.87 55.14 46.86
R2 50.22 50.22 46.16
R1 47.49 47.49 45.46 48.86
PP 42.57 42.57 42.57 43.25
S1 39.84 39.84 44.06 41.21
S2 34.92 34.92 43.36
S3 27.27 32.19 42.66
S4 19.62 24.54 40.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.76 39.44 6.32 13.9% 3.48 7.7% 94% True False 274,396
10 45.76 37.12 8.64 19.0% 3.27 7.2% 96% True False 264,597
20 47.99 37.12 10.87 24.0% 2.92 6.4% 76% False False 228,143
40 56.86 37.12 19.74 43.5% 3.07 6.8% 42% False False 152,393
60 56.96 37.12 19.84 43.7% 3.33 7.3% 42% False False 108,496
80 68.86 37.12 31.74 69.9% 3.37 7.4% 26% False False 83,737
100 89.50 37.12 52.38 115.4% 3.60 7.9% 16% False False 68,273
120 111.15 37.12 74.03 163.1% 3.55 7.8% 11% False False 57,429
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 25 trading days
Fibonacci Retracements and Extensions
4.250 65.82
2.618 58.12
1.618 53.40
1.000 50.48
0.618 48.68
HIGH 45.76
0.618 43.96
0.500 43.40
0.382 42.84
LOW 41.04
0.618 38.12
1.000 36.32
1.618 33.40
2.618 28.68
4.250 20.98
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 44.72 44.45
PP 44.06 43.53
S1 43.40 42.60

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

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