NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 56.65 55.10 -1.55 -2.7% 55.92
High 56.93 55.10 -1.83 -3.2% 57.29
Low 54.50 51.44 -3.06 -5.6% 54.50
Close 55.48 51.79 -3.69 -6.7% 55.48
Range 2.43 3.66 1.23 50.6% 2.79
ATR 2.59 2.70 0.10 4.0% 0.00
Volume 21,528 23,435 1,907 8.9% 114,028
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.76 61.43 53.80
R3 60.10 57.77 52.80
R2 56.44 56.44 52.46
R1 54.11 54.11 52.13 53.45
PP 52.78 52.78 52.78 52.44
S1 50.45 50.45 51.45 49.79
S2 49.12 49.12 51.12
S3 45.46 46.79 50.78
S4 41.80 43.13 49.78
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.13 62.59 57.01
R3 61.34 59.80 56.25
R2 58.55 58.55 55.99
R1 57.01 57.01 55.74 56.39
PP 55.76 55.76 55.76 55.44
S1 54.22 54.22 55.22 53.60
S2 52.97 52.97 54.97
S3 50.18 51.43 54.71
S4 47.39 48.64 53.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.28 51.44 5.84 11.3% 2.23 4.3% 6% False True 24,207
10 57.29 49.09 8.20 15.8% 2.48 4.8% 33% False False 22,170
20 57.29 44.27 13.02 25.1% 2.60 5.0% 58% False False 20,515
40 57.29 42.19 15.10 29.2% 2.52 4.9% 64% False False 18,252
60 60.72 42.19 18.53 35.8% 2.63 5.1% 52% False False 16,186
80 60.72 42.19 18.53 35.8% 2.78 5.4% 52% False False 13,840
100 76.25 42.19 34.06 65.8% 2.72 5.3% 28% False False 11,746
120 91.66 42.19 49.47 95.5% 2.59 5.0% 19% False False 10,219
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 0.47
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 70.66
2.618 64.68
1.618 61.02
1.000 58.76
0.618 57.36
HIGH 55.10
0.618 53.70
0.500 53.27
0.382 52.84
LOW 51.44
0.618 49.18
1.000 47.78
1.618 45.52
2.618 41.86
4.250 35.89
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 53.27 54.36
PP 52.78 53.50
S1 52.28 52.65

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

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