NYMEX Light Sweet Crude Oil Future June 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 55.50 55.35 -0.15 -0.3% 47.74
High 55.70 55.58 -0.12 -0.2% 54.49
Low 54.38 53.50 -0.88 -1.6% 45.95
Close 55.63 54.19 -1.44 -2.6% 53.80
Range 1.32 2.08 0.76 57.6% 8.54
ATR 2.75 2.71 -0.04 -1.6% 0.00
Volume 78,959 75,464 -3,495 -4.4% 303,967
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.66 59.51 55.33
R3 58.58 57.43 54.76
R2 56.50 56.50 54.57
R1 55.35 55.35 54.38 54.89
PP 54.42 54.42 54.42 54.19
S1 53.27 53.27 54.00 52.81
S2 52.34 52.34 53.81
S3 50.26 51.19 53.62
S4 48.18 49.11 53.05
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 55.92 51.08 4.84 8.9% 2.17 4.0% 64% False False 74,245
10 55.92 45.11 10.81 19.9% 2.70 5.0% 84% False False 65,177
20 55.92 43.03 12.89 23.8% 2.80 5.2% 87% False False 60,987
40 55.92 40.85 15.07 27.8% 2.62 4.8% 89% False False 49,413
60 59.66 40.85 18.81 34.7% 2.87 5.3% 71% False False 41,801
80 61.33 40.85 20.48 37.8% 2.97 5.5% 65% False False 37,066
100 76.00 40.85 35.15 64.9% 3.17 5.9% 38% False False 32,594
120 98.25 40.85 57.40 105.9% 3.28 6.1% 23% False False 29,191
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.42
2.618 61.03
1.618 58.95
1.000 57.66
0.618 56.87
HIGH 55.58
0.618 54.79
0.500 54.54
0.382 54.29
LOW 53.50
0.618 52.21
1.000 51.42
1.618 50.13
2.618 48.05
4.250 44.66
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 54.54 54.71
PP 54.42 54.54
S1 54.31 54.36

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

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