NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 53.83 53.73 -0.10 -0.2% 46.38
High 54.20 54.18 -0.02 0.0% 52.98
Low 52.45 51.86 -0.59 -1.1% 44.72
Close 53.98 52.77 -1.21 -2.2% 52.07
Range 1.75 2.32 0.57 32.6% 8.26
ATR 2.90 2.86 -0.04 -1.4% 0.00
Volume 229,889 212,789 -17,100 -7.4% 943,857
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.90 58.65 54.05
R3 57.58 56.33 53.41
R2 55.26 55.26 53.20
R1 54.01 54.01 52.98 53.48
PP 52.94 52.94 52.94 52.67
S1 51.69 51.69 52.56 51.16
S2 50.62 50.62 52.34
S3 48.30 49.37 52.13
S4 45.98 47.05 51.49
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 49.55 4.65 8.8% 2.33 4.4% 69% False False 222,562
10 54.20 43.88 10.32 19.6% 2.87 5.4% 86% False False 197,449
20 54.20 41.75 12.45 23.6% 2.98 5.6% 89% False False 166,005
40 54.20 39.42 14.78 28.0% 2.75 5.2% 90% False False 114,453
60 58.31 39.42 18.89 35.8% 2.98 5.7% 71% False False 84,028
80 59.89 39.42 20.47 38.8% 3.01 5.7% 65% False False 65,951
100 75.10 39.42 35.68 67.6% 3.14 5.9% 37% False False 54,214
120 95.08 39.42 55.66 105.5% 3.04 5.8% 24% False False 45,786
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.04
2.618 60.25
1.618 57.93
1.000 56.50
0.618 55.61
HIGH 54.18
0.618 53.29
0.500 53.02
0.382 52.75
LOW 51.86
0.618 50.43
1.000 49.54
1.618 48.11
2.618 45.79
4.250 42.00
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 53.02 52.91
PP 52.94 52.86
S1 52.85 52.82

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

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