NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	49.89	51.21	1.32	2.6%	49.88
High	51.02	51.82	0.80	1.6%	51.02
Low	49.23	49.20	-0.03	-0.1%	45.78
Close	50.88	50.50	-0.38	-0.7%	50.88
Range	1.79	2.62	0.83	46.4%	5.24
ATR	2.43	2.44	0.01	0.6%	0.00
Volume	14,145	9,794	-4,351	-30.8%	48,837

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.37	57.05	51.94
R3	55.75	54.43	51.22
R2	53.13	53.13	50.98
R1	51.81	51.81	50.74	51.16
PP	50.51	50.51	50.51	50.18
S1	49.19	49.19	50.26	48.54
S2	47.89	47.89	50.02
S3	45.27	46.57	49.78
S4	42.65	43.95	49.06

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.95	63.15	53.76
R3	59.71	57.91	52.32
R2	54.47	54.47	51.84
R1	52.67	52.67	51.36	53.57
PP	49.23	49.23	49.23	49.68
S1	47.43	47.43	50.40	48.33
S2	43.99	43.99	49.92
S3	38.75	42.19	49.44
S4	33.51	36.95	48.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.82	45.78	6.04	12.0%	2.32	4.6%	78%	True	False	10,098
10	51.82	45.78	6.04	12.0%	2.50	5.0%	78%	True	False	9,431
20	54.95	44.19	10.76	21.3%	2.40	4.7%	59%	False	False	7,962
40	57.15	44.19	12.96	25.7%	2.11	4.2%	49%	False	False	5,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	62.96
2.618	58.68
1.618	56.06
1.000	54.44
0.618	53.44
HIGH	51.82
0.618	50.82
0.500	50.51
0.382	50.20
LOW	49.20
0.618	47.58
1.000	46.58
1.618	44.96
2.618	42.34
4.250	38.07

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	50.51	50.40
PP	50.51	50.30
S1	50.50	50.21

Download as Excel Spreadsheet

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

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