NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 53.73 52.84 -0.89 -1.7% 46.38
High 54.18 54.66 0.48 0.9% 52.98
Low 51.86 52.76 0.90 1.7% 44.72
Close 52.77 54.34 1.57 3.0% 52.07
Range 2.32 1.90 -0.42 -18.1% 8.26
ATR 2.86 2.79 -0.07 -2.4% 0.00
Volume 212,789 283,727 70,938 33.3% 943,857
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.62 58.88 55.39
R3 57.72 56.98 54.86
R2 55.82 55.82 54.69
R1 55.08 55.08 54.51 55.45
PP 53.92 53.92 53.92 54.11
S1 53.18 53.18 54.17 53.55
S2 52.02 52.02 53.99
S3 50.12 51.28 53.82
S4 48.22 49.38 53.30
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 54.66 51.00 3.66 6.7% 2.02 3.7% 91% True False 236,804
10 54.66 44.72 9.94 18.3% 2.63 4.8% 97% True False 205,407
20 54.66 41.75 12.91 23.8% 2.93 5.4% 98% True False 173,734
40 54.66 39.42 15.24 28.0% 2.72 5.0% 98% True False 120,201
60 58.31 39.42 18.89 34.8% 2.97 5.5% 79% False False 88,725
80 58.40 39.42 18.98 34.9% 3.00 5.5% 79% False False 69,393
100 75.10 39.42 35.68 65.7% 3.12 5.7% 42% False False 56,978
120 94.50 39.42 55.08 101.4% 3.05 5.6% 27% False False 48,138
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.74
2.618 59.63
1.618 57.73
1.000 56.56
0.618 55.83
HIGH 54.66
0.618 53.93
0.500 53.71
0.382 53.49
LOW 52.76
0.618 51.59
1.000 50.86
1.618 49.69
2.618 47.79
4.250 44.69
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 54.13 53.98
PP 53.92 53.62
S1 53.71 53.26

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

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