NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 47.20 45.59 -1.61 -3.4% 46.39
High 47.37 48.28 0.91 1.9% 48.28
Low 44.89 45.53 0.64 1.4% 41.75
Close 45.66 47.72 2.06 4.5% 47.72
Range 2.48 2.75 0.27 10.9% 6.53
ATR 2.96 2.95 -0.02 -0.5% 0.00
Volume 134,388 109,014 -25,374 -18.9% 531,967
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.43 54.32 49.23
R3 52.68 51.57 48.48
R2 49.93 49.93 48.22
R1 48.82 48.82 47.97 49.38
PP 47.18 47.18 47.18 47.45
S1 46.07 46.07 47.47 46.63
S2 44.43 44.43 47.22
S3 41.68 43.32 46.96
S4 38.93 40.57 46.21
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.51 63.14 51.31
R3 58.98 56.61 49.52
R2 52.45 52.45 48.92
R1 50.08 50.08 48.32 51.27
PP 45.92 45.92 45.92 46.51
S1 43.55 43.55 47.12 44.74
S2 39.39 39.39 46.52
S3 32.86 37.02 45.92
S4 26.33 30.49 44.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.28 41.75 6.53 13.7% 3.27 6.9% 91% True False 106,393
10 48.28 40.63 7.65 16.0% 3.00 6.3% 93% True False 104,468
20 50.47 39.42 11.05 23.2% 2.88 6.0% 75% False False 88,555
40 52.76 39.42 13.34 28.0% 2.80 5.9% 62% False False 60,366
60 58.31 39.42 18.89 39.6% 3.05 6.4% 44% False False 44,233
80 69.72 39.42 30.30 63.5% 3.08 6.5% 27% False False 35,279
100 86.05 39.42 46.63 97.7% 3.11 6.5% 18% False False 29,292
120 109.58 39.42 70.16 147.0% 2.87 6.0% 12% False False 24,784
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.97
2.618 55.48
1.618 52.73
1.000 51.03
0.618 49.98
HIGH 48.28
0.618 47.23
0.500 46.91
0.382 46.58
LOW 45.53
0.618 43.83
1.000 42.78
1.618 41.08
2.618 38.33
4.250 33.84
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 47.45 47.06
PP 47.18 46.40
S1 46.91 45.74

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

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