NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 45.74 48.87 3.13 6.8% 44.93
High 49.15 48.96 -0.19 -0.4% 49.74
Low 45.30 46.95 1.65 3.6% 43.42
Close 48.93 47.70 -1.23 -2.5% 48.98
Range 3.85 2.01 -1.84 -47.8% 6.32
ATR 2.82 2.76 -0.06 -2.1% 0.00
Volume 14,389 21,047 6,658 46.3% 94,101
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 53.90 52.81 48.81
R3 51.89 50.80 48.25
R2 49.88 49.88 48.07
R1 48.79 48.79 47.88 48.33
PP 47.87 47.87 47.87 47.64
S1 46.78 46.78 47.52 46.32
S2 45.86 45.86 47.33
S3 43.85 44.77 47.15
S4 41.84 42.76 46.59
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.34 63.98 52.46
R3 60.02 57.66 50.72
R2 53.70 53.70 50.14
R1 51.34 51.34 49.56 52.52
PP 47.38 47.38 47.38 47.97
S1 45.02 45.02 48.40 46.20
S2 41.06 41.06 47.82
S3 34.74 38.70 47.24
S4 28.42 32.38 45.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.41 44.27 5.14 10.8% 2.75 5.8% 67% False False 18,300
10 49.74 42.80 6.94 14.5% 2.67 5.6% 71% False False 17,771
20 53.21 42.19 11.02 23.1% 2.64 5.5% 50% False False 16,879
40 59.10 42.19 16.91 35.5% 2.55 5.3% 33% False False 14,512
60 60.72 42.19 18.53 38.8% 2.83 5.9% 30% False False 12,147
80 70.85 42.19 28.66 60.1% 2.75 5.8% 19% False False 10,033
100 85.30 42.19 43.11 90.4% 2.58 5.4% 13% False False 8,579
120 110.25 42.19 68.06 142.7% 2.38 5.0% 8% False False 7,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 57.50
2.618 54.22
1.618 52.21
1.000 50.97
0.618 50.20
HIGH 48.96
0.618 48.19
0.500 47.96
0.382 47.72
LOW 46.95
0.618 45.71
1.000 44.94
1.618 43.70
2.618 41.69
4.250 38.41
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 47.96 47.37
PP 47.87 47.04
S1 47.79 46.71

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

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