NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 50.71 48.23 -2.48 -4.9% 51.01
High 51.44 50.88 -0.56 -1.1% 51.45
Low 49.60 48.06 -1.54 -3.1% 47.14
Close 49.87 50.68 0.81 1.6% 49.87
Range 1.84 2.82 0.98 53.3% 4.31
ATR 2.39 2.42 0.03 1.3% 0.00
Volume 6,522 5,950 -572 -8.8% 56,650
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.33 57.33 52.23
R3 55.51 54.51 51.46
R2 52.69 52.69 51.20
R1 51.69 51.69 50.94 52.19
PP 49.87 49.87 49.87 50.13
S1 48.87 48.87 50.42 49.37
S2 47.05 47.05 50.16
S3 44.23 46.05 49.90
S4 41.41 43.23 49.13
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.42 60.45 52.24
R3 58.11 56.14 51.06
R2 53.80 53.80 50.66
R1 51.83 51.83 50.27 50.66
PP 49.49 49.49 49.49 48.90
S1 47.52 47.52 49.47 46.35
S2 45.18 45.18 49.08
S3 40.87 43.21 48.68
S4 36.56 38.90 47.50
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% 2.53 5.0% 82% False False 10,442
10 51.45 45.00 6.45 12.7% 2.35 4.6% 88% False False 10,815
20 51.45 43.34 8.11 16.0% 2.46 4.9% 91% False False 9,900
40 55.29 43.34 11.95 23.6% 2.17 4.3% 61% False False 8,197
60 60.48 43.34 17.14 33.8% 1.99 3.9% 43% False False 6,645
80 62.08 43.34 18.74 37.0% 1.70 3.3% 39% False False 5,607
100 76.95 43.34 33.61 66.3% 1.72 3.4% 22% False False 4,840
120 108.14 43.34 64.80 127.9% 1.57 3.1% 11% False False 4,193
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.87
2.618 58.26
1.618 55.44
1.000 53.70
0.618 52.62
HIGH 50.88
0.618 49.80
0.500 49.47
0.382 49.14
LOW 48.06
0.618 46.32
1.000 45.24
1.618 43.50
2.618 40.68
4.250 36.08
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 50.28 50.22
PP 49.87 49.75
S1 49.47 49.29

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

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