NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 45.42 43.61 -1.81 -4.0% 44.34
High 45.70 46.30 0.60 1.3% 46.30
Low 42.86 43.45 0.59 1.4% 39.44
Close 43.61 45.52 1.91 4.4% 45.52
Range 2.84 2.85 0.01 0.4% 6.86
ATR 3.15 3.13 -0.02 -0.7% 0.00
Volume 319,761 228,192 -91,569 -28.6% 1,309,303
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 53.64 52.43 47.09
R3 50.79 49.58 46.30
R2 47.94 47.94 46.04
R1 46.73 46.73 45.78 47.34
PP 45.09 45.09 45.09 45.39
S1 43.88 43.88 45.26 44.49
S2 42.24 42.24 45.00
S3 39.39 41.03 44.74
S4 36.54 38.18 43.95
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.33 61.79 49.29
R3 57.47 54.93 47.41
R2 50.61 50.61 46.78
R1 48.07 48.07 46.15 49.34
PP 43.75 43.75 43.75 44.39
S1 41.21 41.21 44.89 42.48
S2 36.89 36.89 44.26
S3 30.03 34.35 43.63
S4 23.17 27.49 41.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.30 39.44 6.86 15.1% 3.54 7.8% 89% True False 261,860
10 46.30 37.65 8.65 19.0% 3.26 7.2% 91% True False 268,883
20 47.99 37.12 10.87 23.9% 3.03 6.6% 77% False False 244,532
40 51.04 37.12 13.92 30.6% 2.99 6.6% 60% False False 164,493
60 56.96 37.12 19.84 43.6% 3.32 7.3% 42% False False 116,759
80 68.86 37.12 31.74 69.7% 3.36 7.4% 26% False False 90,365
100 86.45 37.12 49.33 108.4% 3.55 7.8% 17% False False 73,647
120 111.15 37.12 74.03 162.6% 3.58 7.9% 11% False False 61,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.41
2.618 53.76
1.618 50.91
1.000 49.15
0.618 48.06
HIGH 46.30
0.618 45.21
0.500 44.88
0.382 44.54
LOW 43.45
0.618 41.69
1.000 40.60
1.618 38.84
2.618 35.99
4.250 31.34
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 45.31 44.90
PP 45.09 44.29
S1 44.88 43.67

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

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