NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 48.16 46.80 -1.36 -2.8% 46.39
High 49.26 47.24 -2.02 -4.1% 48.28
Low 46.57 43.74 -2.83 -6.1% 41.75
Close 46.98 43.99 -2.99 -6.4% 47.72
Range 2.69 3.50 0.81 30.1% 6.53
ATR 2.94 2.98 0.04 1.4% 0.00
Volume 231,754 171,678 -60,076 -25.9% 531,967
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.49 53.24 45.92
R3 51.99 49.74 44.95
R2 48.49 48.49 44.63
R1 46.24 46.24 44.31 45.62
PP 44.99 44.99 44.99 44.68
S1 42.74 42.74 43.67 42.12
S2 41.49 41.49 43.35
S3 37.99 39.24 43.03
S4 34.49 35.74 42.07
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 43.74 5.86 13.3% 2.91 6.6% 4% False True 163,304
10 49.60 41.75 7.85 17.8% 3.10 7.0% 29% False False 134,562
20 49.60 39.42 10.18 23.1% 2.87 6.5% 45% False False 109,478
40 52.34 39.42 12.92 29.4% 2.84 6.5% 35% False False 72,937
60 58.31 39.42 18.89 42.9% 3.03 6.9% 24% False False 53,061
80 63.71 39.42 24.29 55.2% 3.05 6.9% 19% False False 42,226
100 77.15 39.42 37.73 85.8% 3.11 7.1% 12% False False 34,908
120 109.58 39.42 70.16 159.5% 2.89 6.6% 7% False False 29,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.12
2.618 56.40
1.618 52.90
1.000 50.74
0.618 49.40
HIGH 47.24
0.618 45.90
0.500 45.49
0.382 45.08
LOW 43.74
0.618 41.58
1.000 40.24
1.618 38.08
2.618 34.58
4.250 28.87
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 45.49 46.67
PP 44.99 45.78
S1 44.49 44.88

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

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