NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 49.49 48.76 -0.73 -1.5% 48.09
High 50.83 49.10 -1.73 -3.4% 49.82
Low 48.64 46.25 -2.39 -4.9% 44.27
Close 48.98 46.42 -2.56 -5.2% 49.58
Range 2.19 2.85 0.66 30.1% 5.55
ATR 2.69 2.70 0.01 0.4% 0.00
Volume 30,524 23,240 -7,284 -23.9% 85,698
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.81 53.96 47.99
R3 52.96 51.11 47.20
R2 50.11 50.11 46.94
R1 48.26 48.26 46.68 47.76
PP 47.26 47.26 47.26 47.01
S1 45.41 45.41 46.16 44.91
S2 44.41 44.41 45.90
S3 41.56 42.56 45.64
S4 38.71 39.71 44.85
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 46.25 4.58 9.9% 2.38 5.1% 4% False True 22,147
10 50.83 44.27 6.56 14.1% 2.66 5.7% 33% False False 20,810
20 50.83 42.19 8.64 18.6% 2.60 5.6% 49% False False 18,551
40 55.16 42.19 12.97 27.9% 2.55 5.5% 33% False False 15,601
60 60.72 42.19 18.53 39.9% 2.77 6.0% 23% False False 13,204
80 65.19 42.19 23.00 49.5% 2.77 6.0% 18% False False 11,013
100 78.55 42.19 36.36 78.3% 2.61 5.6% 12% False False 9,394
120 110.25 42.19 68.06 146.6% 2.38 5.1% 6% False False 8,116
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.21
2.618 56.56
1.618 53.71
1.000 51.95
0.618 50.86
HIGH 49.10
0.618 48.01
0.500 47.68
0.382 47.34
LOW 46.25
0.618 44.49
1.000 43.40
1.618 41.64
2.618 38.79
4.250 34.14
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 47.68 48.54
PP 47.26 47.83
S1 46.84 47.13

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

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