NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 45.59 47.72 2.13 4.7% 46.39
High 48.28 49.60 1.32 2.7% 48.28
Low 45.53 46.45 0.92 2.0% 41.75
Close 47.72 48.06 0.34 0.7% 47.72
Range 2.75 3.15 0.40 14.5% 6.53
ATR 2.95 2.96 0.01 0.5% 0.00
Volume 109,014 169,690 60,676 55.7% 531,967
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.49 55.92 49.79
R3 54.34 52.77 48.93
R2 51.19 51.19 48.64
R1 49.62 49.62 48.35 50.41
PP 48.04 48.04 48.04 48.43
S1 46.47 46.47 47.77 47.26
S2 44.89 44.89 47.48
S3 41.74 43.32 47.19
S4 38.59 40.17 46.33
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 49.60 41.75 7.85 16.3% 3.03 6.3% 80% True False 116,801
10 49.60 40.72 8.88 18.5% 2.99 6.2% 83% True False 113,732
20 50.47 39.42 11.05 23.0% 2.87 6.0% 78% False False 95,349
40 52.34 39.42 12.92 26.9% 2.81 5.9% 67% False False 63,970
60 58.31 39.42 18.89 39.3% 3.07 6.4% 46% False False 46,808
80 65.96 39.42 26.54 55.2% 3.06 6.4% 33% False False 37,332
100 86.05 39.42 46.63 97.0% 3.12 6.5% 19% False False 30,939
120 109.58 39.42 70.16 146.0% 2.87 6.0% 12% False False 26,189
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 3 trading days
Fibonacci Retracements and Extensions
4.250 62.99
2.618 57.85
1.618 54.70
1.000 52.75
0.618 51.55
HIGH 49.60
0.618 48.40
0.500 48.03
0.382 47.65
LOW 46.45
0.618 44.50
1.000 43.30
1.618 41.35
2.618 38.20
4.250 33.06
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 48.05 47.79
PP 48.04 47.52
S1 48.03 47.25

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

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