NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 44.40 48.00 3.60 8.1% 47.72
High 48.18 48.90 0.72 1.5% 49.60
Low 43.88 46.56 2.68 6.1% 43.74
Close 47.97 47.03 -0.94 -2.0% 47.03
Range 4.30 2.34 -1.96 -45.6% 5.86
ATR 3.08 3.02 -0.05 -1.7% 0.00
Volume 204,145 203,658 -487 -0.2% 980,925
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 54.52 53.11 48.32
R3 52.18 50.77 47.67
R2 49.84 49.84 47.46
R1 48.43 48.43 47.24 47.97
PP 47.50 47.50 47.50 47.26
S1 46.09 46.09 46.82 45.63
S2 45.16 45.16 46.60
S3 42.82 43.75 46.39
S4 40.48 41.41 45.74
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.37 61.56 50.25
R3 58.51 55.70 48.64
R2 52.65 52.65 48.10
R1 49.84 49.84 47.57 48.32
PP 46.79 46.79 46.79 46.03
S1 43.98 43.98 46.49 42.46
S2 40.93 40.93 45.96
S3 35.07 38.12 45.42
S4 29.21 32.26 43.81
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 12.5% 3.20 6.8% 56% False False 196,185
10 49.60 41.75 7.85 16.7% 3.23 6.9% 67% False False 151,289
20 49.60 39.42 10.18 21.6% 3.03 6.5% 75% False False 122,257
40 52.34 39.42 12.92 27.5% 2.88 6.1% 59% False False 81,937
60 58.31 39.42 18.89 40.2% 3.01 6.4% 40% False False 59,357
80 62.18 39.42 22.76 48.4% 3.05 6.5% 33% False False 47,191
100 75.91 39.42 36.49 77.6% 3.09 6.6% 21% False False 38,887
120 109.58 39.42 70.16 149.2% 2.94 6.2% 11% False False 32,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.57
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 58.85
2.618 55.03
1.618 52.69
1.000 51.24
0.618 50.35
HIGH 48.90
0.618 48.01
0.500 47.73
0.382 47.45
LOW 46.56
0.618 45.11
1.000 44.22
1.618 42.77
2.618 40.43
4.250 36.62
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 47.73 46.79
PP 47.50 46.56
S1 47.26 46.32

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

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