NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 48.90 47.97 -0.93 -1.9% 47.42
High 50.09 48.27 -1.82 -3.6% 49.11
Low 47.65 45.08 -2.57 -5.4% 43.03
Close 48.07 45.29 -2.78 -5.8% 48.77
Range 2.44 3.19 0.75 30.7% 6.08
ATR 2.82 2.84 0.03 0.9% 0.00
Volume 80,100 72,652 -7,448 -9.3% 240,595
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.78 53.73 47.04
R3 52.59 50.54 46.17
R2 49.40 49.40 45.87
R1 47.35 47.35 45.58 46.78
PP 46.21 46.21 46.21 45.93
S1 44.16 44.16 45.00 43.59
S2 43.02 43.02 44.71
S3 39.83 40.97 44.41
S4 36.64 37.78 43.54
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 45.08 5.17 11.4% 2.61 5.8% 4% False True 64,992
10 50.25 43.03 7.22 15.9% 2.90 6.4% 31% False False 56,798
20 50.25 40.85 9.40 20.8% 2.74 6.0% 47% False False 50,044
40 53.60 40.85 12.75 28.2% 2.72 6.0% 35% False False 41,428
60 59.66 40.85 18.81 41.5% 2.95 6.5% 24% False False 34,854
80 65.00 40.85 24.15 53.3% 3.09 6.8% 18% False False 30,786
100 78.60 40.85 37.75 83.4% 3.29 7.3% 12% False False 27,504
120 109.98 40.85 69.13 152.6% 3.41 7.5% 6% False False 24,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 61.83
2.618 56.62
1.618 53.43
1.000 51.46
0.618 50.24
HIGH 48.27
0.618 47.05
0.500 46.68
0.382 46.30
LOW 45.08
0.618 43.11
1.000 41.89
1.618 39.92
2.618 36.73
4.250 31.52
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 46.68 47.67
PP 46.21 46.87
S1 45.75 46.08

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

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