NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 43.60 44.72 1.12 2.6% 43.58
High 45.40 48.35 2.95 6.5% 48.80
Low 43.03 44.20 1.17 2.7% 42.18
Close 45.03 48.09 3.06 6.8% 48.05
Range 2.37 4.15 1.78 75.1% 6.62
ATR 2.83 2.92 0.09 3.3% 0.00
Volume 35,672 37,885 2,213 6.2% 238,305
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.33 57.86 50.37
R3 55.18 53.71 49.23
R2 51.03 51.03 48.85
R1 49.56 49.56 48.47 50.30
PP 46.88 46.88 46.88 47.25
S1 45.41 45.41 47.71 46.15
S2 42.73 42.73 47.33
S3 38.58 41.26 46.95
S4 34.43 37.11 45.81
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 12.0% 3.18 6.6% 88% False False 48,604
10 48.80 40.85 7.95 16.5% 2.91 6.0% 91% False False 45,874
20 51.93 40.85 11.08 23.0% 2.70 5.6% 65% False False 42,176
40 59.66 40.85 18.81 39.1% 2.77 5.8% 38% False False 36,542
60 59.66 40.85 18.81 39.1% 3.03 6.3% 38% False False 31,729
80 70.47 40.85 29.62 61.6% 3.13 6.5% 24% False False 27,606
100 90.00 40.85 49.15 102.2% 3.34 6.9% 15% False False 24,857
120 109.98 40.85 69.13 143.8% 3.43 7.1% 10% False False 22,054
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 11 trading days
Fibonacci Retracements and Extensions
4.250 65.99
2.618 59.21
1.618 55.06
1.000 52.50
0.618 50.91
HIGH 48.35
0.618 46.76
0.500 46.28
0.382 45.79
LOW 44.20
0.618 41.64
1.000 40.05
1.618 37.49
2.618 33.34
4.250 26.56
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 47.49 47.29
PP 46.88 46.49
S1 46.28 45.69

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

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