NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 42.35 43.69 1.34 3.2% 41.89
High 44.22 47.50 3.28 7.4% 47.55
Low 41.75 43.19 1.44 3.4% 40.63
Close 43.91 47.20 3.29 7.5% 46.89
Range 2.47 4.31 1.84 74.5% 6.92
ATR 2.90 3.00 0.10 3.5% 0.00
Volume 90,560 80,355 -10,205 -11.3% 512,713
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.89 57.36 49.57
R3 54.58 53.05 48.39
R2 50.27 50.27 47.99
R1 48.74 48.74 47.60 49.51
PP 45.96 45.96 45.96 46.35
S1 44.43 44.43 46.80 45.20
S2 41.65 41.65 46.41
S3 37.34 40.12 46.01
S4 33.03 35.81 44.83
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.78 63.26 50.70
R3 58.86 56.34 48.79
R2 51.94 51.94 48.16
R1 49.42 49.42 47.52 50.68
PP 45.02 45.02 45.02 45.66
S1 42.50 42.50 46.26 43.76
S2 38.10 38.10 45.62
S3 31.18 35.58 44.99
S4 24.26 28.66 43.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.55 41.75 5.80 12.3% 3.28 7.0% 94% False False 105,821
10 47.55 39.42 8.13 17.2% 3.02 6.4% 96% False False 98,181
20 50.47 39.42 11.05 23.4% 2.79 5.9% 70% False False 80,045
40 58.31 39.42 18.89 40.0% 2.87 6.1% 41% False False 55,150
60 58.31 39.42 18.89 40.0% 3.06 6.5% 41% False False 40,733
80 69.72 39.42 30.30 64.2% 3.10 6.6% 26% False False 32,453
100 89.02 39.42 49.60 105.1% 3.10 6.6% 16% False False 26,920
120 109.58 39.42 70.16 148.6% 2.82 6.0% 11% False False 22,775
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.82
2.618 58.78
1.618 54.47
1.000 51.81
0.618 50.16
HIGH 47.50
0.618 45.85
0.500 45.35
0.382 44.84
LOW 43.19
0.618 40.53
1.000 38.88
1.618 36.22
2.618 31.91
4.250 24.87
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 46.58 46.34
PP 45.96 45.48
S1 45.35 44.63

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

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