NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 48.50 47.74 -0.76 -1.6% 48.80
High 49.88 49.34 -0.54 -1.1% 50.25
Low 47.67 45.95 -1.72 -3.6% 45.08
Close 48.11 49.11 1.00 2.1% 48.11
Range 2.21 3.39 1.18 53.4% 5.17
ATR 2.88 2.92 0.04 1.3% 0.00
Volume 61,653 42,051 -19,602 -31.8% 343,566
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.30 57.10 50.97
R3 54.91 53.71 50.04
R2 51.52 51.52 49.73
R1 50.32 50.32 49.42 50.92
PP 48.13 48.13 48.13 48.44
S1 46.93 46.93 48.80 47.53
S2 44.74 44.74 48.49
S3 41.35 43.54 48.18
S4 37.96 40.15 47.25
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.32 60.89 50.95
R3 58.15 55.72 49.53
R2 52.98 52.98 49.06
R1 50.55 50.55 48.58 49.18
PP 47.81 47.81 47.81 47.13
S1 45.38 45.38 47.64 44.01
S2 42.64 42.64 47.16
S3 37.47 40.21 46.69
S4 32.30 35.04 45.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.09 45.08 5.01 10.2% 3.07 6.3% 80% False False 66,337
10 50.25 43.03 7.22 14.7% 2.93 6.0% 84% False False 57,745
20 50.25 40.85 9.40 19.1% 2.96 6.0% 88% False False 52,752
40 53.37 40.85 12.52 25.5% 2.73 5.6% 66% False False 43,623
60 59.66 40.85 18.81 38.3% 2.91 5.9% 44% False False 36,603
80 61.33 40.85 20.48 41.7% 3.06 6.2% 40% False False 32,507
100 77.65 40.85 36.80 74.9% 3.25 6.6% 22% False False 28,876
120 109.72 40.85 68.87 140.2% 3.38 6.9% 12% False False 25,729
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.75
2.618 58.22
1.618 54.83
1.000 52.73
0.618 51.44
HIGH 49.34
0.618 48.05
0.500 47.65
0.382 47.24
LOW 45.95
0.618 43.85
1.000 42.56
1.618 40.46
2.618 37.07
4.250 31.54
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 48.62 48.57
PP 48.13 48.03
S1 47.65 47.50

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

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