NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 47.42 43.60 -3.82 -8.1% 43.58
High 47.48 45.40 -2.08 -4.4% 48.80
Low 43.42 43.03 -0.39 -0.9% 42.18
Close 43.68 45.03 1.35 3.1% 48.05
Range 4.06 2.37 -1.69 -41.6% 6.62
ATR 2.86 2.83 -0.04 -1.2% 0.00
Volume 48,754 35,672 -13,082 -26.8% 238,305
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 51.60 50.68 46.33
R3 49.23 48.31 45.68
R2 46.86 46.86 45.46
R1 45.94 45.94 45.25 46.40
PP 44.49 44.49 44.49 44.72
S1 43.57 43.57 44.81 44.03
S2 42.12 42.12 44.60
S3 39.75 41.20 44.38
S4 37.38 38.83 43.73
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.20 63.75 51.69
R3 59.58 57.13 49.87
R2 52.96 52.96 49.26
R1 50.51 50.51 48.66 51.74
PP 46.34 46.34 46.34 46.96
S1 43.89 43.89 47.44 45.12
S2 39.72 39.72 46.84
S3 33.10 37.27 46.23
S4 26.48 30.65 44.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.80 43.03 5.77 12.8% 2.88 6.4% 35% False True 49,175
10 48.80 40.85 7.95 17.7% 2.72 6.0% 53% False False 47,001
20 51.93 40.85 11.08 24.6% 2.55 5.7% 38% False False 41,731
40 59.66 40.85 18.81 41.8% 2.76 6.1% 22% False False 35,931
60 59.66 40.85 18.81 41.8% 3.02 6.7% 22% False False 31,500
80 73.80 40.85 32.95 73.2% 3.12 6.9% 13% False False 27,362
100 90.16 40.85 49.31 109.5% 3.34 7.4% 8% False False 24,551
120 109.98 40.85 69.13 153.5% 3.42 7.6% 6% False False 21,781
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.47
2.618 51.60
1.618 49.23
1.000 47.77
0.618 46.86
HIGH 45.40
0.618 44.49
0.500 44.22
0.382 43.94
LOW 43.03
0.618 41.57
1.000 40.66
1.618 39.20
2.618 36.83
4.250 32.96
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 44.76 45.79
PP 44.49 45.54
S1 44.22 45.28

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

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