NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 52.66 54.10 1.44 2.7% 51.01
High 54.11 56.84 2.73 5.0% 51.45
Low 51.22 54.10 2.88 5.6% 47.14
Close 52.73 55.86 3.13 5.9% 49.87
Range 2.89 2.74 -0.15 -5.2% 4.31
ATR 2.49 2.60 0.12 4.7% 0.00
Volume 10,192 9,720 -472 -4.6% 56,650
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.82 62.58 57.37
R3 61.08 59.84 56.61
R2 58.34 58.34 56.36
R1 57.10 57.10 56.11 57.72
PP 55.60 55.60 55.60 55.91
S1 54.36 54.36 55.61 54.98
S2 52.86 52.86 55.36
S3 50.12 51.62 55.11
S4 47.38 48.88 54.35
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 56.84 48.06 8.78 15.7% 2.65 4.7% 89% True False 7,986
10 56.84 47.14 9.70 17.4% 2.56 4.6% 90% True False 10,647
20 56.84 44.00 12.84 23.0% 2.43 4.3% 92% True False 10,189
40 56.84 43.34 13.50 24.2% 2.24 4.0% 93% True False 8,432
60 60.48 43.34 17.14 30.7% 2.07 3.7% 73% False False 6,913
80 62.08 43.34 18.74 33.5% 1.78 3.2% 67% False False 5,882
100 76.95 43.34 33.61 60.2% 1.78 3.2% 37% False False 5,086
120 107.20 43.34 63.86 114.3% 1.64 2.9% 20% False False 4,415
Crabel Price Patterns
NR True
NR4 True
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.49
2.618 64.01
1.618 61.27
1.000 59.58
0.618 58.53
HIGH 56.84
0.618 55.79
0.500 55.47
0.382 55.15
LOW 54.10
0.618 52.41
1.000 51.36
1.618 49.67
2.618 46.93
4.250 42.46
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 55.73 55.10
PP 55.60 54.35
S1 55.47 53.59

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

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