NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 57.74 56.05 -1.69 -2.9% 56.52
High 57.78 56.05 -1.73 -3.0% 58.40
Low 55.72 52.75 -2.97 -5.3% 55.72
Close 56.65 53.05 -3.60 -6.4% 56.65
Range 2.06 3.30 1.24 60.2% 2.68
ATR 2.32 2.43 0.11 4.9% 0.00
Volume 7,027 8,054 1,027 14.6% 37,060
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.85 61.75 54.87
R3 60.55 58.45 53.96
R2 57.25 57.25 53.66
R1 55.15 55.15 53.35 54.55
PP 53.95 53.95 53.95 53.65
S1 51.85 51.85 52.75 51.25
S2 50.65 50.65 52.45
S3 47.35 48.55 52.14
S4 44.05 45.25 51.24
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.96 63.49 58.12
R3 62.28 60.81 57.39
R2 59.60 59.60 57.14
R1 58.13 58.13 56.90 58.87
PP 56.92 56.92 56.92 57.29
S1 55.45 55.45 56.40 56.19
S2 54.24 54.24 56.16
S3 51.56 52.77 55.91
S4 48.88 50.09 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.19 52.75 5.44 10.3% 1.87 3.5% 6% False True 7,785
10 58.40 50.34 8.06 15.2% 2.14 4.0% 34% False False 8,246
20 58.40 45.00 13.40 25.3% 2.24 4.2% 60% False False 9,531
40 58.40 43.34 15.06 28.4% 2.18 4.1% 64% False False 8,684
60 60.48 43.34 17.14 32.3% 2.10 4.0% 57% False False 7,515
80 60.48 43.34 17.14 32.3% 1.88 3.5% 57% False False 6,359
100 76.95 43.34 33.61 63.4% 1.80 3.4% 29% False False 5,454
120 90.08 43.34 46.74 88.1% 1.73 3.3% 21% False False 4,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 70.08
2.618 64.69
1.618 61.39
1.000 59.35
0.618 58.09
HIGH 56.05
0.618 54.79
0.500 54.40
0.382 54.01
LOW 52.75
0.618 50.71
1.000 49.45
1.618 47.41
2.618 44.11
4.250 38.73
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 54.40 55.47
PP 53.95 54.66
S1 53.50 53.86

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

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