NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 48.76 46.71 -2.05 -4.2% 48.09
High 49.10 50.23 1.13 2.3% 49.82
Low 46.25 46.25 0.00 0.0% 44.27
Close 46.42 49.99 3.57 7.7% 49.58
Range 2.85 3.98 1.13 39.6% 5.55
ATR 2.70 2.79 0.09 3.4% 0.00
Volume 23,240 24,907 1,667 7.2% 85,698
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.76 59.36 52.18
R3 56.78 55.38 51.08
R2 52.80 52.80 50.72
R1 51.40 51.40 50.35 52.10
PP 48.82 48.82 48.82 49.18
S1 47.42 47.42 49.63 48.12
S2 44.84 44.84 49.26
S3 40.86 43.44 48.90
S4 36.88 39.46 47.80
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 9.2% 2.78 5.6% 82% False True 22,919
10 50.83 44.27 6.56 13.1% 2.76 5.5% 87% False False 20,609
20 50.83 42.19 8.64 17.3% 2.72 5.4% 90% False False 19,204
40 55.16 42.19 12.97 25.9% 2.57 5.1% 60% False False 16,017
60 60.72 42.19 18.53 37.1% 2.78 5.6% 42% False False 13,458
80 64.57 42.19 22.38 44.8% 2.77 5.5% 35% False False 11,293
100 78.55 42.19 36.36 72.7% 2.60 5.2% 21% False False 9,606
120 110.25 42.19 68.06 136.1% 2.41 4.8% 11% False False 8,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 67.15
2.618 60.65
1.618 56.67
1.000 54.21
0.618 52.69
HIGH 50.23
0.618 48.71
0.500 48.24
0.382 47.77
LOW 46.25
0.618 43.79
1.000 42.27
1.618 39.81
2.618 35.83
4.250 29.34
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 49.41 49.51
PP 48.82 49.02
S1 48.24 48.54

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

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