NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 47.21 45.20 -2.01 -4.3% 45.76
High 48.14 47.63 -0.51 -1.1% 48.83
Low 45.60 43.62 -1.98 -4.3% 42.08
Close 46.25 47.35 1.10 2.4% 46.25
Range 2.54 4.01 1.47 57.9% 6.75
ATR 3.29 3.34 0.05 1.6% 0.00
Volume 316,566 221,028 -95,538 -30.2% 1,642,536
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.23 56.80 49.56
R3 54.22 52.79 48.45
R2 50.21 50.21 48.09
R1 48.78 48.78 47.72 49.50
PP 46.20 46.20 46.20 46.56
S1 44.77 44.77 46.98 45.49
S2 42.19 42.19 46.61
S3 38.18 40.76 46.25
S4 34.17 36.75 45.14
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.97 62.86 49.96
R3 59.22 56.11 48.11
R2 52.47 52.47 47.49
R1 49.36 49.36 46.87 50.92
PP 45.72 45.72 45.72 46.50
S1 42.61 42.61 45.63 44.17
S2 38.97 38.97 45.01
S3 32.22 35.86 44.39
S4 25.47 29.11 42.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.32 42.08 6.24 13.2% 3.64 7.7% 84% False False 311,443
10 48.83 39.44 9.39 19.8% 3.51 7.4% 84% False False 289,828
20 48.83 37.12 11.71 24.7% 3.34 7.1% 87% False False 273,612
40 50.88 37.12 13.76 29.1% 3.09 6.5% 74% False False 203,259
60 56.86 37.12 19.74 41.7% 3.29 6.9% 52% False False 145,555
80 59.57 37.12 22.45 47.4% 3.35 7.1% 46% False False 113,183
100 77.63 37.12 40.51 85.6% 3.53 7.4% 25% False False 91,969
120 107.00 37.12 69.88 147.6% 3.60 7.6% 15% False False 77,372
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.67
2.618 58.13
1.618 54.12
1.000 51.64
0.618 50.11
HIGH 47.63
0.618 46.10
0.500 45.63
0.382 45.15
LOW 43.62
0.618 41.14
1.000 39.61
1.618 37.13
2.618 33.12
4.250 26.58
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 46.78 46.68
PP 46.20 46.00
S1 45.63 45.33

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

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