NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 54.00 52.25 -1.75 -3.2% 52.13
High 54.28 52.25 -2.03 -3.7% 54.66
Low 51.64 48.11 -3.53 -6.8% 51.62
Close 52.38 48.41 -3.97 -7.6% 52.38
Range 2.64 4.14 1.50 56.8% 3.04
ATR 2.78 2.89 0.11 3.8% 0.00
Volume 196,916 181,165 -15,751 -8.0% 1,103,473
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.01 59.35 50.69
R3 57.87 55.21 49.55
R2 53.73 53.73 49.17
R1 51.07 51.07 48.79 50.33
PP 49.59 49.59 49.59 49.22
S1 46.93 46.93 48.03 46.19
S2 45.45 45.45 47.65
S3 41.31 42.79 47.27
S4 37.17 38.65 46.13
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 48.11 6.55 13.5% 2.55 5.3% 5% False True 220,897
10 54.66 47.20 7.46 15.4% 2.71 5.6% 16% False False 210,218
20 54.66 41.75 12.91 26.7% 2.93 6.1% 52% False False 181,186
40 54.66 39.42 15.24 31.5% 2.79 5.8% 59% False False 127,842
60 58.31 39.42 18.89 39.0% 2.93 6.1% 48% False False 94,713
80 58.31 39.42 18.89 39.0% 3.00 6.2% 48% False False 73,943
100 75.10 39.42 35.68 73.7% 3.12 6.5% 25% False False 60,635
120 90.77 39.42 51.35 106.1% 3.06 6.3% 18% False False 51,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 69.85
2.618 63.09
1.618 58.95
1.000 56.39
0.618 54.81
HIGH 52.25
0.618 50.67
0.500 50.18
0.382 49.69
LOW 48.11
0.618 45.55
1.000 43.97
1.618 41.41
2.618 37.27
4.250 30.52
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 50.18 51.39
PP 49.59 50.39
S1 49.00 49.40

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

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