NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 58.09 57.22 -0.87 -1.5% 48.23
High 58.17 57.62 -0.55 -0.9% 56.84
Low 57.13 56.05 -1.08 -1.9% 48.06
Close 58.08 56.52 -1.56 -2.7% 56.28
Range 1.04 1.57 0.53 51.0% 8.78
ATR 2.39 2.37 -0.03 -1.1% 0.00
Volume 9,167 8,495 -672 -7.3% 43,303
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.44 60.55 57.38
R3 59.87 58.98 56.95
R2 58.30 58.30 56.81
R1 57.41 57.41 56.66 57.07
PP 56.73 56.73 56.73 56.56
S1 55.84 55.84 56.38 55.50
S2 55.16 55.16 56.23
S3 53.59 54.27 56.09
S4 52.02 52.70 55.66
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 80.07 76.95 61.11
R3 71.29 68.17 58.69
R2 62.51 62.51 57.89
R1 59.39 59.39 57.08 60.95
PP 53.73 53.73 53.73 54.51
S1 50.61 50.61 55.48 52.17
S2 44.95 44.95 54.67
S3 36.17 41.83 53.87
S4 27.39 33.05 51.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.40 54.10 4.30 7.6% 1.75 3.1% 56% False False 8,692
10 58.40 47.14 11.26 19.9% 2.29 4.1% 83% False False 8,546
20 58.40 45.00 13.40 23.7% 2.33 4.1% 86% False False 10,100
40 58.40 43.34 15.06 26.6% 2.14 3.8% 88% False False 8,628
60 60.48 43.34 17.14 30.3% 2.13 3.8% 77% False False 7,210
80 62.08 43.34 18.74 33.2% 1.80 3.2% 70% False False 6,174
100 76.95 43.34 33.61 59.5% 1.77 3.1% 39% False False 5,333
120 95.19 43.34 51.85 91.7% 1.67 3.0% 25% False False 4,673
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.29
2.618 61.73
1.618 60.16
1.000 59.19
0.618 58.59
HIGH 57.62
0.618 57.02
0.500 56.84
0.382 56.65
LOW 56.05
0.618 55.08
1.000 54.48
1.618 53.51
2.618 51.94
4.250 49.38
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 56.84 57.23
PP 56.73 56.99
S1 56.63 56.76

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

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