NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 43.61 45.76 2.15 4.9% 44.34
High 46.30 48.83 2.53 5.5% 46.30
Low 43.45 44.97 1.52 3.5% 39.44
Close 45.52 47.07 1.55 3.4% 45.52
Range 2.85 3.86 1.01 35.4% 6.86
ATR 3.13 3.18 0.05 1.7% 0.00
Volume 228,192 306,347 78,155 34.2% 1,309,303
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.54 56.66 49.19
R3 54.68 52.80 48.13
R2 50.82 50.82 47.78
R1 48.94 48.94 47.42 49.88
PP 46.96 46.96 46.96 47.43
S1 45.08 45.08 46.72 46.02
S2 43.10 43.10 46.36
S3 39.24 41.22 46.01
S4 35.38 37.36 44.95
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 48.83 39.44 9.39 19.9% 3.38 7.2% 81% True False 268,214
10 48.83 37.65 11.18 23.8% 3.29 7.0% 84% True False 275,037
20 48.83 37.12 11.71 24.9% 3.04 6.5% 85% True False 254,660
40 50.88 37.12 13.76 29.2% 3.02 6.4% 72% False False 170,842
60 56.96 37.12 19.84 42.1% 3.34 7.1% 50% False False 121,481
80 65.00 37.12 27.88 59.2% 3.35 7.1% 36% False False 94,128
100 86.45 37.12 49.33 104.8% 3.57 7.6% 20% False False 76,644
120 111.15 37.12 74.03 157.3% 3.59 7.6% 13% False False 64,501
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.24
2.618 58.94
1.618 55.08
1.000 52.69
0.618 51.22
HIGH 48.83
0.618 47.36
0.500 46.90
0.382 46.44
LOW 44.97
0.618 42.58
1.000 41.11
1.618 38.72
2.618 34.86
4.250 28.57
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 47.01 46.66
PP 46.96 46.25
S1 46.90 45.85

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

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