NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 43.69 47.20 3.51 8.0% 41.89
High 47.50 47.37 -0.13 -0.3% 47.55
Low 43.19 44.89 1.70 3.9% 40.63
Close 47.20 45.66 -1.54 -3.3% 46.89
Range 4.31 2.48 -1.83 -42.5% 6.92
ATR 3.00 2.96 -0.04 -1.2% 0.00
Volume 80,355 134,388 54,033 67.2% 512,713
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 53.41 52.02 47.02
R3 50.93 49.54 46.34
R2 48.45 48.45 46.11
R1 47.06 47.06 45.89 46.52
PP 45.97 45.97 45.97 45.70
S1 44.58 44.58 45.43 44.04
S2 43.49 43.49 45.21
S3 41.01 42.10 44.98
S4 38.53 39.62 44.30
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 47.50 41.75 5.75 12.6% 3.19 7.0% 68% False False 106,866
10 47.55 39.95 7.60 16.6% 2.95 6.5% 75% False False 103,347
20 50.47 39.42 11.05 24.2% 2.84 6.2% 56% False False 84,704
40 56.93 39.42 17.51 38.3% 2.86 6.3% 36% False False 58,091
60 58.31 39.42 18.89 41.4% 3.06 6.7% 33% False False 42,700
80 69.72 39.42 30.30 66.4% 3.07 6.7% 21% False False 34,003
100 86.05 39.42 46.63 102.1% 3.11 6.8% 13% False False 28,223
120 109.58 39.42 70.16 153.7% 2.84 6.2% 9% False False 23,885
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.91
2.618 53.86
1.618 51.38
1.000 49.85
0.618 48.90
HIGH 47.37
0.618 46.42
0.500 46.13
0.382 45.84
LOW 44.89
0.618 43.36
1.000 42.41
1.618 40.88
2.618 38.40
4.250 34.35
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 46.13 45.32
PP 45.97 44.97
S1 45.82 44.63

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

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