NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 49.58 49.35 -0.23 -0.5% 49.06
High 49.58 50.50 0.92 1.9% 50.50
Low 47.97 48.59 0.62 1.3% 45.00
Close 48.51 50.23 1.72 3.5% 50.23
Range 1.61 1.91 0.30 18.6% 5.50
ATR 2.38 2.35 -0.03 -1.2% 0.00
Volume 11,127 16,411 5,284 47.5% 53,837
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.50 54.78 51.28
R3 53.59 52.87 50.76
R2 51.68 51.68 50.58
R1 50.96 50.96 50.41 51.32
PP 49.77 49.77 49.77 49.96
S1 49.05 49.05 50.05 49.41
S2 47.86 47.86 49.88
S3 45.95 47.14 49.70
S4 44.04 45.23 49.18
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.08 63.15 53.26
R3 59.58 57.65 51.74
R2 54.08 54.08 51.24
R1 52.15 52.15 50.73 53.12
PP 48.58 48.58 48.58 49.06
S1 46.65 46.65 49.73 47.62
S2 43.08 43.08 49.22
S3 37.58 41.15 48.72
S4 32.08 35.65 47.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.50 45.00 5.50 10.9% 2.41 4.8% 95% True False 10,767
10 50.55 44.41 6.14 12.2% 2.30 4.6% 95% False False 10,546
20 54.10 43.34 10.76 21.4% 2.27 4.5% 64% False False 8,929
40 56.29 43.34 12.95 25.8% 1.99 4.0% 53% False False 7,363
60 60.48 43.34 17.14 34.1% 1.85 3.7% 40% False False 5,848
80 71.56 43.34 28.22 56.2% 1.67 3.3% 24% False False 4,926
100 84.82 43.34 41.48 82.6% 1.63 3.3% 17% False False 4,282
120 109.67 43.34 66.33 132.1% 1.53 3.0% 10% False False 3,686
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.62
2.618 55.50
1.618 53.59
1.000 52.41
0.618 51.68
HIGH 50.50
0.618 49.77
0.500 49.55
0.382 49.32
LOW 48.59
0.618 47.41
1.000 46.68
1.618 45.50
2.618 43.59
4.250 40.47
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 50.00 49.77
PP 49.77 49.31
S1 49.55 48.85

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

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