NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 48.09 47.00 -1.09 -2.3% 47.42
High 48.20 49.11 0.91 1.9% 49.11
Low 46.00 46.91 0.91 2.0% 43.03
Close 46.77 48.77 2.00 4.3% 48.77
Range 2.20 2.20 0.00 0.0% 6.08
ATR 2.87 2.83 -0.04 -1.3% 0.00
Volume 65,800 52,484 -13,316 -20.2% 240,595
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 54.86 54.02 49.98
R3 52.66 51.82 49.38
R2 50.46 50.46 49.17
R1 49.62 49.62 48.97 50.04
PP 48.26 48.26 48.26 48.48
S1 47.42 47.42 48.57 47.84
S2 46.06 46.06 48.37
S3 43.86 45.22 48.17
S4 41.66 43.02 47.56
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.21 63.07 52.11
R3 59.13 56.99 50.44
R2 53.05 53.05 49.88
R1 50.91 50.91 49.33 51.98
PP 46.97 46.97 46.97 47.51
S1 44.83 44.83 48.21 45.90
S2 40.89 40.89 47.66
S3 34.81 38.75 47.10
S4 28.73 32.67 45.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.11 43.03 6.08 12.5% 3.00 6.1% 94% True False 48,119
10 49.11 42.18 6.93 14.2% 2.80 5.7% 95% True False 47,890
20 51.93 40.85 11.08 22.7% 2.75 5.6% 71% False False 45,315
40 54.05 40.85 13.20 27.1% 2.67 5.5% 60% False False 38,282
60 59.66 40.85 18.81 38.6% 2.99 6.1% 42% False False 32,758
80 70.47 40.85 29.62 60.7% 3.11 6.4% 27% False False 28,681
100 87.13 40.85 46.28 94.9% 3.30 6.8% 17% False False 25,854
120 109.98 40.85 69.13 141.7% 3.45 7.1% 11% False False 22,914
Crabel Price Patterns
NR False
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 0.45
Fibonacci Retracements and Extensions
4.250 58.46
2.618 54.87
1.618 52.67
1.000 51.31
0.618 50.47
HIGH 49.11
0.618 48.27
0.500 48.01
0.382 47.75
LOW 46.91
0.618 45.55
1.000 44.71
1.618 43.35
2.618 41.15
4.250 37.56
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 48.52 48.07
PP 48.26 47.36
S1 48.01 46.66

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

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