NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 51.68 52.13 0.45 0.9% 46.38
High 52.72 54.05 1.33 2.5% 52.98
Low 51.00 51.62 0.62 1.2% 44.72
Close 52.07 53.80 1.73 3.3% 52.07
Range 1.72 2.43 0.71 41.3% 8.26
ATR 3.03 2.99 -0.04 -1.4% 0.00
Volume 277,465 180,152 -97,313 -35.1% 943,857
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.45 59.55 55.14
R3 58.02 57.12 54.47
R2 55.59 55.59 54.25
R1 54.69 54.69 54.02 55.14
PP 53.16 53.16 53.16 53.38
S1 52.26 52.26 53.58 52.71
S2 50.73 50.73 53.35
S3 48.30 49.83 53.13
S4 45.87 47.40 52.46
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 74.70 71.65 56.61
R3 66.44 63.39 54.34
R2 58.18 58.18 53.58
R1 55.13 55.13 52.83 56.66
PP 49.92 49.92 49.92 50.69
S1 46.87 46.87 51.31 48.40
S2 41.66 41.66 50.56
S3 33.40 38.61 49.80
S4 25.14 30.35 47.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.05 47.20 6.85 12.7% 2.87 5.3% 96% True False 199,540
10 54.05 43.74 10.31 19.2% 3.08 5.7% 98% True False 193,524
20 54.05 40.72 13.33 24.8% 3.04 5.6% 98% True False 153,628
40 54.05 39.42 14.63 27.2% 2.83 5.3% 98% True False 104,855
60 58.31 39.42 18.89 35.1% 3.02 5.6% 76% False False 76,932
80 59.89 39.42 20.47 38.0% 3.05 5.7% 70% False False 60,649
100 75.10 39.42 35.68 66.3% 3.16 5.9% 40% False False 49,872
120 100.60 39.42 61.18 113.7% 3.00 5.6% 24% False False 42,124
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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.38
2.618 60.41
1.618 57.98
1.000 56.48
0.618 55.55
HIGH 54.05
0.618 53.12
0.500 52.84
0.382 52.55
LOW 51.62
0.618 50.12
1.000 49.19
1.618 47.69
2.618 45.26
4.250 41.29
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 53.48 53.13
PP 53.16 52.47
S1 52.84 51.80

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

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