NYMEX Light Sweet Crude Oil Future June 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 45.53 48.50 2.97 6.5% 48.80
High 49.25 49.88 0.63 1.3% 50.25
Low 45.11 47.67 2.56 5.7% 45.08
Close 49.01 48.11 -0.90 -1.8% 48.11
Range 4.14 2.21 -1.93 -46.6% 5.17
ATR 2.94 2.88 -0.05 -1.8% 0.00
Volume 75,233 61,653 -13,580 -18.1% 343,566
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.18 53.86 49.33
R3 52.97 51.65 48.72
R2 50.76 50.76 48.52
R1 49.44 49.44 48.31 49.00
PP 48.55 48.55 48.55 48.33
S1 47.23 47.23 47.91 46.79
S2 46.34 46.34 47.70
S3 44.13 45.02 47.50
S4 41.92 42.81 46.89
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.32 60.89 50.95
R3 58.15 55.72 49.53
R2 52.98 52.98 49.06
R1 50.55 50.55 48.58 49.18
PP 47.81 47.81 47.81 47.13
S1 45.38 45.38 47.64 44.01
S2 42.64 42.64 47.16
S3 37.47 40.21 46.69
S4 32.30 35.04 45.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.25 45.08 5.17 10.7% 3.00 6.2% 59% False False 68,713
10 50.25 43.03 7.22 15.0% 3.00 6.2% 70% False False 58,416
20 50.25 40.85 9.40 19.5% 2.90 6.0% 77% False False 53,019
40 53.60 40.85 12.75 26.5% 2.73 5.7% 57% False False 43,399
60 59.66 40.85 18.81 39.1% 2.91 6.1% 39% False False 36,330
80 63.70 40.85 22.85 47.5% 3.06 6.4% 32% False False 32,148
100 78.60 40.85 37.75 78.5% 3.26 6.8% 19% False False 28,552
120 109.98 40.85 69.13 143.7% 3.40 7.1% 11% False False 25,446
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 0.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 59.27
2.618 55.67
1.618 53.46
1.000 52.09
0.618 51.25
HIGH 49.88
0.618 49.04
0.500 48.78
0.382 48.51
LOW 47.67
0.618 46.30
1.000 45.46
1.618 44.09
2.618 41.88
4.250 38.28
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 48.78 47.90
PP 48.55 47.69
S1 48.33 47.48

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

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