NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 52.13 53.83 1.70 3.3% 46.38
High 54.05 54.20 0.15 0.3% 52.98
Low 51.62 52.45 0.83 1.6% 44.72
Close 53.80 53.98 0.18 0.3% 52.07
Range 2.43 1.75 -0.68 -28.0% 8.26
ATR 2.99 2.90 -0.09 -3.0% 0.00
Volume 180,152 229,889 49,737 27.6% 943,857
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.79 58.14 54.94
R3 57.04 56.39 54.46
R2 55.29 55.29 54.30
R1 54.64 54.64 54.14 54.97
PP 53.54 53.54 53.54 53.71
S1 52.89 52.89 53.82 53.22
S2 51.79 51.79 53.66
S3 50.04 51.14 53.50
S4 48.29 49.39 53.02
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 54.20 47.20 7.00 13.0% 2.55 4.7% 97% True False 213,327
10 54.20 43.74 10.46 19.4% 2.98 5.5% 98% True False 193,337
20 54.20 41.75 12.45 23.1% 3.01 5.6% 98% True False 160,226
40 54.20 39.42 14.78 27.4% 2.80 5.2% 99% True False 109,942
60 58.31 39.42 18.89 35.0% 2.98 5.5% 77% False False 80,585
80 59.89 39.42 20.47 37.9% 3.04 5.6% 71% False False 63,423
100 75.10 39.42 35.68 66.1% 3.16 5.9% 41% False False 52,133
120 99.01 39.42 59.59 110.4% 3.02 5.6% 24% False False 44,030
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.64
2.618 58.78
1.618 57.03
1.000 55.95
0.618 55.28
HIGH 54.20
0.618 53.53
0.500 53.33
0.382 53.12
LOW 52.45
0.618 51.37
1.000 50.70
1.618 49.62
2.618 47.87
4.250 45.01
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 53.76 53.52
PP 53.54 53.06
S1 53.33 52.60

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

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