NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 49.44 48.25 -1.19 -2.4% 49.88
High 50.78 50.19 -0.59 -1.2% 50.83
Low 48.64 47.02 -1.62 -3.3% 46.25
Close 49.05 49.96 0.91 1.9% 49.05
Range 2.14 3.17 1.03 48.1% 4.58
ATR 2.74 2.78 0.03 1.1% 0.00
Volume 14,947 11,331 -3,616 -24.2% 108,689
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.57 57.43 51.70
R3 55.40 54.26 50.83
R2 52.23 52.23 50.54
R1 51.09 51.09 50.25 51.66
PP 49.06 49.06 49.06 49.34
S1 47.92 47.92 49.67 48.49
S2 45.89 45.89 49.38
S3 42.72 44.75 49.09
S4 39.55 41.58 48.22
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.45 60.33 51.57
R3 57.87 55.75 50.31
R2 53.29 53.29 49.89
R1 51.17 51.17 49.47 49.94
PP 48.71 48.71 48.71 48.10
S1 46.59 46.59 48.63 45.36
S2 44.13 44.13 48.21
S3 39.55 42.01 47.79
S4 34.97 37.43 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% 2.87 5.7% 81% False False 20,989
10 50.83 44.27 6.56 13.1% 2.72 5.4% 87% False False 18,859
20 50.83 42.19 8.64 17.3% 2.82 5.6% 90% False False 18,814
40 54.72 42.19 12.53 25.1% 2.54 5.1% 62% False False 15,955
60 60.72 42.19 18.53 37.1% 2.73 5.5% 42% False False 13,753
80 61.20 42.19 19.01 38.1% 2.77 5.5% 41% False False 11,520
100 76.25 42.19 34.06 68.2% 2.64 5.3% 23% False False 9,802
120 108.05 42.19 65.86 131.8% 2.43 4.9% 12% False False 8,518
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.66
2.618 58.49
1.618 55.32
1.000 53.36
0.618 52.15
HIGH 50.19
0.618 48.98
0.500 48.61
0.382 48.23
LOW 47.02
0.618 45.06
1.000 43.85
1.618 41.89
2.618 38.72
4.250 33.55
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 49.51 49.48
PP 49.06 49.00
S1 48.61 48.52

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

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