NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 47.00 48.80 1.80 3.8% 47.42
High 49.11 50.25 1.14 2.3% 49.11
Low 46.91 47.23 0.32 0.7% 43.03
Close 48.77 48.75 -0.02 0.0% 48.77
Range 2.20 3.02 0.82 37.3% 6.08
ATR 2.83 2.85 0.01 0.5% 0.00
Volume 52,484 53,928 1,444 2.8% 240,595
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.80 56.30 50.41
R3 54.78 53.28 49.58
R2 51.76 51.76 49.30
R1 50.26 50.26 49.03 49.50
PP 48.74 48.74 48.74 48.37
S1 47.24 47.24 48.47 46.48
S2 45.72 45.72 48.20
S3 42.70 44.22 47.92
S4 39.68 41.20 47.09
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 50.25 43.03 7.22 14.8% 2.79 5.7% 79% True False 49,153
10 50.25 42.27 7.98 16.4% 2.80 5.7% 81% True False 49,660
20 51.93 40.85 11.08 22.7% 2.74 5.6% 71% False False 46,469
40 53.60 40.85 12.75 26.2% 2.68 5.5% 62% False False 38,864
60 59.66 40.85 18.81 38.6% 2.99 6.1% 42% False False 33,220
80 65.80 40.85 24.95 51.2% 3.09 6.3% 32% False False 29,223
100 87.13 40.85 46.28 94.9% 3.31 6.8% 17% False False 26,243
120 109.98 40.85 69.13 141.8% 3.43 7.0% 11% False False 23,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.09
2.618 58.16
1.618 55.14
1.000 53.27
0.618 52.12
HIGH 50.25
0.618 49.10
0.500 48.74
0.382 48.38
LOW 47.23
0.618 45.36
1.000 44.21
1.618 42.34
2.618 39.32
4.250 34.40
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 48.75 48.54
PP 48.74 48.33
S1 48.74 48.13

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

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