NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 47.97 45.53 -2.44 -5.1% 47.42
High 48.27 49.25 0.98 2.0% 49.11
Low 45.08 45.11 0.03 0.1% 43.03
Close 45.29 49.01 3.72 8.2% 48.77
Range 3.19 4.14 0.95 29.8% 6.08
ATR 2.84 2.94 0.09 3.3% 0.00
Volume 72,652 75,233 2,581 3.6% 240,595
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.21 58.75 51.29
R3 56.07 54.61 50.15
R2 51.93 51.93 49.77
R1 50.47 50.47 49.39 51.20
PP 47.79 47.79 47.79 48.16
S1 46.33 46.33 48.63 47.06
S2 43.65 43.65 48.25
S3 39.51 42.19 47.87
S4 35.37 38.05 46.73
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 10.5% 3.00 6.1% 76% False False 66,879
10 50.25 43.03 7.22 14.7% 3.01 6.1% 83% False False 57,704
20 50.25 40.85 9.40 19.2% 2.86 5.8% 87% False False 51,980
40 53.60 40.85 12.75 26.0% 2.75 5.6% 64% False False 42,665
60 59.66 40.85 18.81 38.4% 2.96 6.0% 43% False False 35,657
80 65.00 40.85 24.15 49.3% 3.08 6.3% 34% False False 31,578
100 78.60 40.85 37.75 77.0% 3.28 6.7% 22% False False 28,142
120 109.98 40.85 69.13 141.1% 3.41 7.0% 12% False False 24,983
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 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.85
2.618 60.09
1.618 55.95
1.000 53.39
0.618 51.81
HIGH 49.25
0.618 47.67
0.500 47.18
0.382 46.69
LOW 45.11
0.618 42.55
1.000 40.97
1.618 38.41
2.618 34.27
4.250 27.52
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 48.40 48.54
PP 47.79 48.06
S1 47.18 47.59

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

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