NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 48.87 47.83 -1.04 -2.1% 48.09
High 48.96 49.82 0.86 1.8% 49.82
Low 46.95 47.83 0.88 1.9% 44.27
Close 47.70 49.58 1.88 3.9% 49.58
Range 2.01 1.99 -0.02 -1.0% 5.55
ATR 2.76 2.72 -0.05 -1.7% 0.00
Volume 21,047 20,856 -191 -0.9% 85,698
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.05 54.30 50.67
R3 53.06 52.31 50.13
R2 51.07 51.07 49.94
R1 50.32 50.32 49.76 50.70
PP 49.08 49.08 49.08 49.26
S1 48.33 48.33 49.40 48.71
S2 47.09 47.09 49.22
S3 45.10 46.34 49.03
S4 43.11 44.35 48.49
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.54 62.61 52.63
R3 58.99 57.06 51.11
R2 53.44 53.44 50.60
R1 51.51 51.51 50.09 52.48
PP 47.89 47.89 47.89 48.37
S1 45.96 45.96 49.07 46.93
S2 42.34 42.34 48.56
S3 36.79 40.41 48.05
S4 31.24 34.86 46.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.82 44.27 5.55 11.2% 2.71 5.5% 96% True False 17,139
10 49.82 43.42 6.40 12.9% 2.65 5.3% 96% True False 17,979
20 53.21 42.19 11.02 22.2% 2.64 5.3% 67% False False 17,296
40 55.24 42.19 13.05 26.3% 2.48 5.0% 57% False False 14,757
60 60.72 42.19 18.53 37.4% 2.81 5.7% 40% False False 12,415
80 70.85 42.19 28.66 57.8% 2.77 5.6% 26% False False 10,250
100 85.30 42.19 43.11 87.0% 2.56 5.2% 17% False False 8,782
120 110.25 42.19 68.06 137.3% 2.39 4.8% 11% False False 7,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 58.28
2.618 55.03
1.618 53.04
1.000 51.81
0.618 51.05
HIGH 49.82
0.618 49.06
0.500 48.83
0.382 48.59
LOW 47.83
0.618 46.60
1.000 45.84
1.618 44.61
2.618 42.62
4.250 39.37
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 49.33 48.91
PP 49.08 48.23
S1 48.83 47.56

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

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