NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 51.92 53.20 1.28 2.5% 47.74
High 54.49 54.28 -0.21 -0.4% 54.49
Low 51.08 52.60 1.52 3.0% 45.95
Close 53.53 53.80 0.27 0.5% 53.80
Range 3.41 1.68 -1.73 -50.7% 8.54
ATR 2.99 2.90 -0.09 -3.1% 0.00
Volume 77,405 82,901 5,496 7.1% 303,967
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.60 57.88 54.72
R3 56.92 56.20 54.26
R2 55.24 55.24 54.11
R1 54.52 54.52 53.95 54.88
PP 53.56 53.56 53.56 53.74
S1 52.84 52.84 53.65 53.20
S2 51.88 51.88 53.49
S3 50.20 51.16 53.34
S4 48.52 49.48 52.88
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 77.03 73.96 58.50
R3 68.49 65.42 56.15
R2 59.95 59.95 55.37
R1 56.88 56.88 54.58 58.42
PP 51.41 51.41 51.41 52.18
S1 48.34 48.34 53.02 49.88
S2 42.87 42.87 52.23
S3 34.33 39.80 51.45
S4 25.79 31.26 49.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.49 45.95 8.54 15.9% 2.98 5.5% 92% False False 60,793
10 54.49 45.08 9.41 17.5% 2.99 5.6% 93% False False 64,753
20 54.49 42.18 12.31 22.9% 2.90 5.4% 94% False False 56,321
40 54.49 40.85 13.64 25.4% 2.74 5.1% 95% False False 46,722
60 59.66 40.85 18.81 35.0% 2.91 5.4% 69% False False 38,967
80 61.33 40.85 20.48 38.1% 3.07 5.7% 63% False False 35,036
100 76.00 40.85 35.15 65.3% 3.22 6.0% 37% False False 30,969
120 102.84 40.85 61.99 115.2% 3.34 6.2% 21% False False 27,631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 61.42
2.618 58.68
1.618 57.00
1.000 55.96
0.618 55.32
HIGH 54.28
0.618 53.64
0.500 53.44
0.382 53.24
LOW 52.60
0.618 51.56
1.000 50.92
1.618 49.88
2.618 48.20
4.250 45.46
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 53.68 53.13
PP 53.56 52.45
S1 53.44 51.78

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

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