NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 52.84 54.00 1.16 2.2% 52.13
High 54.66 54.28 -0.38 -0.7% 54.66
Low 52.76 51.64 -1.12 -2.1% 51.62
Close 54.34 52.38 -1.96 -3.6% 52.38
Range 1.90 2.64 0.74 38.9% 3.04
ATR 2.79 2.78 -0.01 -0.2% 0.00
Volume 283,727 196,916 -86,811 -30.6% 1,103,473
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.69 59.17 53.83
R3 58.05 56.53 53.11
R2 55.41 55.41 52.86
R1 53.89 53.89 52.62 53.33
PP 52.77 52.77 52.77 52.49
S1 51.25 51.25 52.14 50.69
S2 50.13 50.13 51.90
S3 47.49 48.61 51.65
S4 44.85 45.97 50.93
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.01 60.23 54.05
R3 58.97 57.19 53.22
R2 55.93 55.93 52.94
R1 54.15 54.15 52.66 55.04
PP 52.89 52.89 52.89 53.33
S1 51.11 51.11 52.10 52.00
S2 49.85 49.85 51.82
S3 46.81 48.07 51.54
S4 43.77 45.03 50.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.66 51.62 3.04 5.8% 2.21 4.2% 25% False False 220,694
10 54.66 44.72 9.94 19.0% 2.66 5.1% 77% False False 204,733
20 54.66 41.75 12.91 24.6% 2.94 5.6% 82% False False 178,011
40 54.66 39.42 15.24 29.1% 2.74 5.2% 85% False False 124,177
60 58.31 39.42 18.89 36.1% 2.99 5.7% 69% False False 91,877
80 58.31 39.42 18.89 36.1% 2.98 5.7% 69% False False 71,789
100 75.10 39.42 35.68 68.1% 3.10 5.9% 36% False False 58,875
120 92.08 39.42 52.66 100.5% 3.06 5.8% 25% False False 49,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 65.50
2.618 61.19
1.618 58.55
1.000 56.92
0.618 55.91
HIGH 54.28
0.618 53.27
0.500 52.96
0.382 52.65
LOW 51.64
0.618 50.01
1.000 49.00
1.618 47.37
2.618 44.73
4.250 40.42
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 52.96 53.15
PP 52.77 52.89
S1 52.57 52.64

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

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