NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 48.25 49.60 1.35 2.8% 49.88
High 50.19 52.60 2.41 4.8% 50.83
Low 47.02 49.09 2.07 4.4% 46.25
Close 49.96 52.18 2.22 4.4% 49.05
Range 3.17 3.51 0.34 10.7% 4.58
ATR 2.78 2.83 0.05 1.9% 0.00
Volume 11,331 17,331 6,000 53.0% 108,689
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.82 60.51 54.11
R3 58.31 57.00 53.15
R2 54.80 54.80 52.82
R1 53.49 53.49 52.50 54.15
PP 51.29 51.29 51.29 51.62
S1 49.98 49.98 51.86 50.64
S2 47.78 47.78 51.54
S3 44.27 46.47 51.21
S4 40.76 42.96 50.25
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 52.60 46.25 6.35 12.2% 3.13 6.0% 93% True False 18,351
10 52.60 45.30 7.30 14.0% 2.86 5.5% 94% True False 19,364
20 52.60 42.19 10.41 20.0% 2.75 5.3% 96% True False 18,627
40 54.24 42.19 12.05 23.1% 2.57 4.9% 83% False False 16,087
60 60.72 42.19 18.53 35.5% 2.74 5.3% 54% False False 13,927
80 61.20 42.19 19.01 36.4% 2.79 5.4% 53% False False 11,704
100 76.25 42.19 34.06 65.3% 2.66 5.1% 29% False False 9,957
120 108.05 42.19 65.86 126.2% 2.46 4.7% 15% False False 8,658
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 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.52
2.618 61.79
1.618 58.28
1.000 56.11
0.618 54.77
HIGH 52.60
0.618 51.26
0.500 50.85
0.382 50.43
LOW 49.09
0.618 46.92
1.000 45.58
1.618 43.41
2.618 39.90
4.250 34.17
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 51.74 51.39
PP 51.29 50.60
S1 50.85 49.81

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

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