NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 49.88 49.49 -0.39 -0.8% 48.09
High 50.82 50.83 0.01 0.0% 49.82
Low 47.95 48.64 0.69 1.4% 44.27
Close 49.38 48.98 -0.40 -0.8% 49.58
Range 2.87 2.19 -0.68 -23.7% 5.55
ATR 2.73 2.69 -0.04 -1.4% 0.00
Volume 15,071 30,524 15,453 102.5% 85,698
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.05 54.71 50.18
R3 53.86 52.52 49.58
R2 51.67 51.67 49.38
R1 50.33 50.33 49.18 49.91
PP 49.48 49.48 49.48 49.27
S1 48.14 48.14 48.78 47.72
S2 47.29 47.29 48.58
S3 45.10 45.95 48.38
S4 42.91 43.76 47.78
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 50.83 45.30 5.53 11.3% 2.58 5.3% 67% True False 20,377
10 50.83 44.27 6.56 13.4% 2.67 5.5% 72% True False 19,902
20 53.13 42.19 10.94 22.3% 2.64 5.4% 62% False False 17,921
40 55.16 42.19 12.97 26.5% 2.50 5.1% 52% False False 15,287
60 60.72 42.19 18.53 37.8% 2.81 5.7% 37% False False 12,958
80 65.19 42.19 23.00 47.0% 2.75 5.6% 30% False False 10,767
100 78.55 42.19 36.36 74.2% 2.58 5.3% 19% False False 9,179
120 110.25 42.19 68.06 139.0% 2.41 4.9% 10% False False 7,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 60.14
2.618 56.56
1.618 54.37
1.000 53.02
0.618 52.18
HIGH 50.83
0.618 49.99
0.500 49.74
0.382 49.48
LOW 48.64
0.618 47.29
1.000 46.45
1.618 45.10
2.618 42.91
4.250 39.33
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 49.74 49.33
PP 49.48 49.21
S1 49.23 49.10

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

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