NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 47.43 50.71 3.28 6.9% 51.01
High 50.80 51.44 0.64 1.3% 51.45
Low 47.14 49.60 2.46 5.2% 47.14
Close 50.80 49.87 -0.93 -1.8% 49.87
Range 3.66 1.84 -1.82 -49.7% 4.31
ATR 2.43 2.39 -0.04 -1.7% 0.00
Volume 11,788 6,522 -5,266 -44.7% 56,650
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.82 54.69 50.88
R3 53.98 52.85 50.38
R2 52.14 52.14 50.21
R1 51.01 51.01 50.04 50.66
PP 50.30 50.30 50.30 50.13
S1 49.17 49.17 49.70 48.82
S2 48.46 48.46 49.53
S3 46.62 47.33 49.36
S4 44.78 45.49 48.86
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.42 60.45 52.24
R3 58.11 56.14 51.06
R2 53.80 53.80 50.66
R1 51.83 51.83 50.27 50.66
PP 49.49 49.49 49.49 48.90
S1 47.52 47.52 49.47 46.35
S2 45.18 45.18 49.08
S3 40.87 43.21 48.68
S4 36.56 38.90 47.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.45 47.14 4.31 8.6% 2.46 4.9% 63% False False 11,330
10 51.45 45.00 6.45 12.9% 2.44 4.9% 76% False False 11,048
20 51.45 43.34 8.11 16.3% 2.38 4.8% 81% False False 10,055
40 56.29 43.34 12.95 26.0% 2.19 4.4% 50% False False 8,173
60 60.48 43.34 17.14 34.4% 1.96 3.9% 38% False False 6,584
80 65.09 43.34 21.75 43.6% 1.71 3.4% 30% False False 5,556
100 79.03 43.34 35.69 71.6% 1.72 3.4% 18% False False 4,809
120 109.67 43.34 66.33 133.0% 1.55 3.1% 10% False False 4,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 59.26
2.618 56.26
1.618 54.42
1.000 53.28
0.618 52.58
HIGH 51.44
0.618 50.74
0.500 50.52
0.382 50.30
LOW 49.60
0.618 48.46
1.000 47.76
1.618 46.62
2.618 44.78
4.250 41.78
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 50.52 49.68
PP 50.30 49.48
S1 50.09 49.29

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

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