NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 49.41 50.50 1.09 2.2% 47.72
High 50.60 52.98 2.38 4.7% 49.60
Low 47.20 49.55 2.35 5.0% 43.74
Close 50.44 52.04 1.60 3.2% 47.03
Range 3.40 3.43 0.03 0.9% 5.86
ATR 3.11 3.13 0.02 0.7% 0.00
Volume 166,614 212,517 45,903 27.6% 980,925
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.81 60.36 53.93
R3 58.38 56.93 52.98
R2 54.95 54.95 52.67
R1 53.50 53.50 52.35 54.23
PP 51.52 51.52 51.52 51.89
S1 50.07 50.07 51.73 50.80
S2 48.09 48.09 51.41
S3 44.66 46.64 51.10
S4 41.23 43.21 50.15
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 52.98 44.72 8.26 15.9% 3.23 6.2% 89% True False 174,010
10 52.98 43.74 9.24 17.8% 3.25 6.2% 90% True False 175,633
20 52.98 39.95 13.03 25.0% 3.10 6.0% 93% True False 139,490
40 52.98 39.42 13.56 26.1% 2.91 5.6% 93% True False 95,323
60 58.31 39.42 18.89 36.3% 3.05 5.9% 67% False False 69,574
80 59.89 39.42 20.47 39.3% 3.09 5.9% 62% False False 55,187
100 75.10 39.42 35.68 68.6% 3.13 6.0% 35% False False 45,421
120 106.85 39.42 67.43 129.6% 3.00 5.8% 19% False False 38,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.85
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.56
2.618 61.96
1.618 58.53
1.000 56.41
0.618 55.10
HIGH 52.98
0.618 51.67
0.500 51.27
0.382 50.86
LOW 49.55
0.618 47.43
1.000 46.12
1.618 44.00
2.618 40.57
4.250 34.97
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 51.78 51.39
PP 51.52 50.74
S1 51.27 50.09

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

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