NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 47.06 48.67 1.61 3.4% 45.76
High 49.82 49.87 0.05 0.1% 48.83
Low 46.53 46.92 0.39 0.8% 42.08
Close 49.16 49.73 0.57 1.2% 46.25
Range 3.29 2.95 -0.34 -10.3% 6.75
ATR 3.33 3.31 -0.03 -0.8% 0.00
Volume 240,078 214,930 -25,148 -10.5% 1,642,536
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.69 56.66 51.35
R3 54.74 53.71 50.54
R2 51.79 51.79 50.27
R1 50.76 50.76 50.00 51.28
PP 48.84 48.84 48.84 49.10
S1 47.81 47.81 49.46 48.33
S2 45.89 45.89 49.19
S3 42.94 44.86 48.92
S4 39.99 41.91 48.11
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 49.87 42.51 7.36 14.8% 3.50 7.0% 98% True False 266,495
10 49.87 42.08 7.79 15.7% 3.40 6.8% 98% True False 286,652
20 49.87 37.12 12.75 25.6% 3.33 6.7% 99% True False 275,624
40 50.88 37.12 13.76 27.7% 3.08 6.2% 92% False False 211,210
60 56.86 37.12 19.74 39.7% 3.26 6.6% 64% False False 152,335
80 59.57 37.12 22.45 45.1% 3.39 6.8% 56% False False 118,712
100 74.05 37.12 36.93 74.3% 3.49 7.0% 34% False False 96,447
120 105.85 37.12 68.73 138.2% 3.62 7.3% 18% False False 81,073
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.72
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.41
2.618 57.59
1.618 54.64
1.000 52.82
0.618 51.69
HIGH 49.87
0.618 48.74
0.500 48.40
0.382 48.05
LOW 46.92
0.618 45.10
1.000 43.97
1.618 42.15
2.618 39.20
4.250 34.38
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 49.29 48.74
PP 48.84 47.74
S1 48.40 46.75

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

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