NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 46.80 44.40 -2.40 -5.1% 46.39
High 47.24 48.18 0.94 2.0% 48.28
Low 43.74 43.88 0.14 0.3% 41.75
Close 43.99 47.97 3.98 9.0% 47.72
Range 3.50 4.30 0.80 22.9% 6.53
ATR 2.98 3.08 0.09 3.2% 0.00
Volume 171,678 204,145 32,467 18.9% 531,967
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.58 58.07 50.34
R3 55.28 53.77 49.15
R2 50.98 50.98 48.76
R1 49.47 49.47 48.36 50.23
PP 46.68 46.68 46.68 47.05
S1 45.17 45.17 47.58 45.93
S2 42.38 42.38 47.18
S3 38.08 40.87 46.79
S4 33.78 36.57 45.61
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 12.2% 3.28 6.8% 72% False False 177,256
10 49.60 41.75 7.85 16.4% 3.23 6.7% 79% False False 142,061
20 49.60 39.42 10.18 21.2% 2.99 6.2% 84% False False 116,036
40 52.34 39.42 12.92 26.9% 2.88 6.0% 66% False False 77,502
60 58.31 39.42 18.89 39.4% 3.05 6.4% 45% False False 56,161
80 63.11 39.42 23.69 49.4% 3.05 6.4% 36% False False 44,717
100 76.16 39.42 36.74 76.6% 3.10 6.5% 23% False False 36,926
120 109.58 39.42 70.16 146.3% 2.92 6.1% 12% False False 31,187
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 0.54
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.46
2.618 59.44
1.618 55.14
1.000 52.48
0.618 50.84
HIGH 48.18
0.618 46.54
0.500 46.03
0.382 45.52
LOW 43.88
0.618 41.22
1.000 39.58
1.618 36.92
2.618 32.62
4.250 25.61
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 47.32 47.48
PP 46.68 46.99
S1 46.03 46.50

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

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