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

Download as Excel Spreadsheet

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

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