NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 53.04 54.50 1.46 2.8% 48.25
High 55.76 55.46 -0.30 -0.5% 55.76
Low 52.43 53.90 1.47 2.8% 47.02
Close 54.79 55.20 0.41 0.7% 55.20
Range 3.33 1.56 -1.77 -53.2% 8.74
ATR 2.93 2.83 -0.10 -3.3% 0.00
Volume 23,003 24,973 1,970 8.6% 95,576
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.53 58.93 56.06
R3 57.97 57.37 55.63
R2 56.41 56.41 55.49
R1 55.81 55.81 55.34 56.11
PP 54.85 54.85 54.85 55.01
S1 54.25 54.25 55.06 54.55
S2 53.29 53.29 54.91
S3 51.73 52.69 54.77
S4 50.17 51.13 54.34
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 78.88 75.78 60.01
R3 70.14 67.04 57.60
R2 61.40 61.40 56.80
R1 58.30 58.30 56.00 59.85
PP 52.66 52.66 52.66 53.44
S1 49.56 49.56 54.40 51.11
S2 43.92 43.92 53.60
S3 35.18 40.82 52.80
S4 26.44 32.08 50.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.76 47.02 8.74 15.8% 2.92 5.3% 94% False False 19,115
10 55.76 46.25 9.51 17.2% 2.86 5.2% 94% False False 20,426
20 55.76 43.42 12.34 22.4% 2.75 5.0% 95% False False 19,203
40 55.76 42.19 13.57 24.6% 2.60 4.7% 96% False False 16,733
60 60.72 42.19 18.53 33.6% 2.74 5.0% 70% False False 14,600
80 61.20 42.19 19.01 34.4% 2.82 5.1% 68% False False 12,408
100 76.25 42.19 34.06 61.7% 2.70 4.9% 38% False False 10,556
120 102.25 42.19 60.06 108.8% 2.50 4.5% 22% False False 9,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 62.09
2.618 59.54
1.618 57.98
1.000 57.02
0.618 56.42
HIGH 55.46
0.618 54.86
0.500 54.68
0.382 54.50
LOW 53.90
0.618 52.94
1.000 52.34
1.618 51.38
2.618 49.82
4.250 47.27
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 55.03 54.47
PP 54.85 53.73
S1 54.68 53.00

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

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