NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 50.94 51.92 0.98 1.9% 48.80
High 51.99 54.49 2.50 4.8% 50.25
Low 49.06 51.08 2.02 4.1% 45.08
Close 51.95 53.53 1.58 3.0% 48.11
Range 2.93 3.41 0.48 16.4% 5.17
ATR 2.96 2.99 0.03 1.1% 0.00
Volume 52,398 77,405 25,007 47.7% 343,566
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.26 61.81 55.41
R3 59.85 58.40 54.47
R2 56.44 56.44 54.16
R1 54.99 54.99 53.84 55.72
PP 53.03 53.03 53.03 53.40
S1 51.58 51.58 53.22 52.31
S2 49.62 49.62 52.90
S3 46.21 48.17 52.59
S4 42.80 44.76 51.65
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 54.49 45.95 8.54 16.0% 3.09 5.8% 89% True False 56,543
10 54.49 45.08 9.41 17.6% 3.04 5.7% 90% True False 61,711
20 54.49 41.46 13.03 24.3% 2.93 5.5% 93% True False 54,649
40 54.49 40.85 13.64 25.5% 2.76 5.2% 93% True False 45,548
60 59.66 40.85 18.81 35.1% 2.93 5.5% 67% False False 37,901
80 61.33 40.85 20.48 38.3% 3.08 5.8% 62% False False 34,251
100 76.00 40.85 35.15 65.7% 3.24 6.1% 36% False False 30,269
120 107.08 40.85 66.23 123.7% 3.34 6.2% 19% False False 27,012
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 0.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.98
2.618 63.42
1.618 60.01
1.000 57.90
0.618 56.60
HIGH 54.49
0.618 53.19
0.500 52.79
0.382 52.38
LOW 51.08
0.618 48.97
1.000 47.67
1.618 45.56
2.618 42.15
4.250 36.59
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 53.28 52.80
PP 53.03 52.07
S1 52.79 51.34

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

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