NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 55.10 52.04 -3.06 -5.6% 55.92
High 55.10 53.19 -1.91 -3.5% 57.29
Low 51.44 50.99 -0.45 -0.9% 54.50
Close 51.79 52.85 1.06 2.0% 55.48
Range 3.66 2.20 -1.46 -39.9% 2.79
ATR 2.70 2.66 -0.04 -1.3% 0.00
Volume 23,435 26,691 3,256 13.9% 114,028
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.94 58.10 54.06
R3 56.74 55.90 53.46
R2 54.54 54.54 53.25
R1 53.70 53.70 53.05 54.12
PP 52.34 52.34 52.34 52.56
S1 51.50 51.50 52.65 51.92
S2 50.14 50.14 52.45
S3 47.94 49.30 52.25
S4 45.74 47.10 51.64
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 50.99 6.29 11.9% 2.42 4.6% 30% False True 24,109
10 57.29 50.23 7.06 13.4% 2.35 4.5% 37% False False 23,106
20 57.29 45.30 11.99 22.7% 2.60 4.9% 63% False False 21,235
40 57.29 42.19 15.10 28.6% 2.53 4.8% 71% False False 18,663
60 60.72 42.19 18.53 35.1% 2.58 4.9% 58% False False 16,508
80 60.72 42.19 18.53 35.1% 2.79 5.3% 58% False False 14,118
100 72.11 42.19 29.92 56.6% 2.70 5.1% 36% False False 11,977
120 89.63 42.19 47.44 89.8% 2.58 4.9% 22% False False 10,428
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.54
2.618 58.95
1.618 56.75
1.000 55.39
0.618 54.55
HIGH 53.19
0.618 52.35
0.500 52.09
0.382 51.83
LOW 50.99
0.618 49.63
1.000 48.79
1.618 47.43
2.618 45.23
4.250 41.64
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 52.60 53.96
PP 52.34 53.59
S1 52.09 53.22

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

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