NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 49.73 51.06 1.33 2.7% 45.20
High 52.25 52.13 -0.12 -0.2% 52.25
Low 48.78 50.30 1.52 3.1% 43.62
Close 51.61 51.06 -0.55 -1.1% 51.06
Range 3.47 1.83 -1.64 -47.3% 8.63
ATR 3.32 3.21 -0.11 -3.2% 0.00
Volume 125,337 96,379 -28,958 -23.1% 897,752
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.65 55.69 52.07
R3 54.82 53.86 51.56
R2 52.99 52.99 51.40
R1 52.03 52.03 51.23 51.98
PP 51.16 51.16 51.16 51.14
S1 50.20 50.20 50.89 50.15
S2 49.33 49.33 50.72
S3 47.50 48.37 50.56
S4 45.67 46.54 50.05
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 74.87 71.59 55.81
R3 66.24 62.96 53.43
R2 57.61 57.61 52.64
R1 54.33 54.33 51.85 55.97
PP 48.98 48.98 48.98 49.80
S1 45.70 45.70 50.27 47.34
S2 40.35 40.35 49.48
S3 31.72 37.07 48.69
S4 23.09 28.44 46.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.25 43.62 8.63 16.9% 3.11 6.1% 86% False False 179,550
10 52.25 42.08 10.17 19.9% 3.36 6.6% 88% False False 254,028
20 52.25 37.65 14.60 28.6% 3.31 6.5% 92% False False 261,456
40 52.25 37.12 15.13 29.6% 3.05 6.0% 92% False False 210,732
60 56.86 37.12 19.74 38.7% 3.26 6.4% 71% False False 155,199
80 59.57 37.12 22.45 44.0% 3.37 6.6% 62% False False 121,115
100 74.05 37.12 36.93 72.3% 3.46 6.8% 38% False False 98,528
120 102.60 37.12 65.48 128.2% 3.63 7.1% 21% False False 82,859
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 59.91
2.618 56.92
1.618 55.09
1.000 53.96
0.618 53.26
HIGH 52.13
0.618 51.43
0.500 51.22
0.382 51.00
LOW 50.30
0.618 49.17
1.000 48.47
1.618 47.34
2.618 45.51
4.250 42.52
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 51.22 50.57
PP 51.16 50.08
S1 51.11 49.59

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

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