NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 47.72 48.16 0.44 0.9% 46.39
High 49.60 49.26 -0.34 -0.7% 48.28
Low 46.45 46.57 0.12 0.3% 41.75
Close 48.06 46.98 -1.08 -2.2% 47.72
Range 3.15 2.69 -0.46 -14.6% 6.53
ATR 2.96 2.94 -0.02 -0.7% 0.00
Volume 169,690 231,754 62,064 36.6% 531,967
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.67 54.02 48.46
R3 52.98 51.33 47.72
R2 50.29 50.29 47.47
R1 48.64 48.64 47.23 48.12
PP 47.60 47.60 47.60 47.35
S1 45.95 45.95 46.73 45.43
S2 44.91 44.91 46.49
S3 42.22 43.26 46.24
S4 39.53 40.57 45.50
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 43.19 6.41 13.6% 3.08 6.5% 59% False False 145,040
10 49.60 41.75 7.85 16.7% 3.04 6.5% 67% False False 127,114
20 50.44 39.42 11.02 23.5% 2.89 6.1% 69% False False 103,648
40 52.34 39.42 12.92 27.5% 2.82 6.0% 59% False False 69,178
60 58.31 39.42 18.89 40.2% 3.07 6.5% 40% False False 50,507
80 64.10 39.42 24.68 52.5% 3.06 6.5% 31% False False 40,140
100 80.05 39.42 40.63 86.5% 3.10 6.6% 19% False False 33,217
120 109.58 39.42 70.16 149.3% 2.89 6.2% 11% False False 28,106
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.69
2.618 56.30
1.618 53.61
1.000 51.95
0.618 50.92
HIGH 49.26
0.618 48.23
0.500 47.92
0.382 47.60
LOW 46.57
0.618 44.91
1.000 43.88
1.618 42.22
2.618 39.53
4.250 35.14
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 47.92 47.57
PP 47.60 47.37
S1 47.29 47.18

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

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