NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 46.38 47.65 1.27 2.7% 47.72
High 48.29 50.60 2.31 4.8% 49.60
Low 44.72 47.21 2.49 5.6% 43.74
Close 48.05 50.04 1.99 4.1% 47.03
Range 3.57 3.39 -0.18 -5.0% 5.86
ATR 3.06 3.09 0.02 0.8% 0.00
Volume 126,309 160,952 34,643 27.4% 980,925
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.45 58.14 51.90
R3 56.06 54.75 50.97
R2 52.67 52.67 50.66
R1 51.36 51.36 50.35 52.02
PP 49.28 49.28 49.28 49.61
S1 47.97 47.97 49.73 48.63
S2 45.89 45.89 49.42
S3 42.50 44.58 49.11
S4 39.11 41.19 48.18
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 50.60 43.74 6.86 13.7% 3.42 6.8% 92% True False 173,348
10 50.60 43.19 7.41 14.8% 3.25 6.5% 92% True False 159,194
20 50.60 39.42 11.18 22.3% 3.02 6.0% 95% True False 128,477
40 52.34 39.42 12.92 25.8% 2.90 5.8% 82% False False 87,588
60 58.31 39.42 18.89 37.7% 3.03 6.1% 56% False False 63,763
80 59.89 39.42 20.47 40.9% 3.08 6.2% 52% False False 50,626
100 75.10 39.42 35.68 71.3% 3.14 6.3% 30% False False 41,695
120 107.65 39.42 68.23 136.4% 2.96 5.9% 16% False False 35,213
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.01
2.618 59.48
1.618 56.09
1.000 53.99
0.618 52.70
HIGH 50.60
0.618 49.31
0.500 48.91
0.382 48.50
LOW 47.21
0.618 45.11
1.000 43.82
1.618 41.72
2.618 38.33
4.250 32.80
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 49.66 49.25
PP 49.28 48.45
S1 48.91 47.66

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

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