NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 49.71 47.43 -2.28 -4.6% 49.06
High 49.71 50.80 1.09 2.2% 50.50
Low 47.28 47.14 -0.14 -0.3% 45.00
Close 47.28 50.80 3.52 7.4% 50.23
Range 2.43 3.66 1.23 50.6% 5.50
ATR 2.33 2.43 0.09 4.1% 0.00
Volume 11,748 11,788 40 0.3% 53,837
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.56 59.34 52.81
R3 56.90 55.68 51.81
R2 53.24 53.24 51.47
R1 52.02 52.02 51.14 52.63
PP 49.58 49.58 49.58 49.89
S1 48.36 48.36 50.46 48.97
S2 45.92 45.92 50.13
S3 42.26 44.70 49.79
S4 38.60 41.04 48.79
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.08 63.15 53.26
R3 59.58 57.65 51.74
R2 54.08 54.08 51.24
R1 52.15 52.15 50.73 53.12
PP 48.58 48.58 48.58 49.06
S1 46.65 46.65 49.73 47.62
S2 43.08 43.08 49.22
S3 37.58 41.15 48.72
S4 32.08 35.65 47.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.45 47.14 4.31 8.5% 2.48 4.9% 85% False True 13,307
10 51.45 45.00 6.45 12.7% 2.44 4.8% 90% False False 11,786
20 51.45 43.34 8.11 16.0% 2.34 4.6% 92% False False 10,079
40 56.29 43.34 12.95 25.5% 2.18 4.3% 58% False False 8,154
60 60.48 43.34 17.14 33.7% 1.93 3.8% 44% False False 6,515
80 65.09 43.34 21.75 42.8% 1.68 3.3% 34% False False 5,495
100 79.03 43.34 35.69 70.3% 1.70 3.3% 21% False False 4,756
120 109.67 43.34 66.33 130.6% 1.53 3.0% 11% False False 4,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 66.36
2.618 60.38
1.618 56.72
1.000 54.46
0.618 53.06
HIGH 50.80
0.618 49.40
0.500 48.97
0.382 48.54
LOW 47.14
0.618 44.88
1.000 43.48
1.618 41.22
2.618 37.56
4.250 31.59
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 50.19 50.30
PP 49.58 49.80
S1 48.97 49.30

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

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