NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 55.92 57.03 1.11 2.0% 48.25
High 57.29 57.08 -0.21 -0.4% 55.76
Low 55.01 55.85 0.84 1.5% 47.02
Close 57.20 57.00 -0.20 -0.3% 55.20
Range 2.28 1.23 -1.05 -46.1% 8.74
ATR 2.79 2.69 -0.10 -3.7% 0.00
Volume 16,428 27,181 10,753 65.5% 95,576
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.33 59.90 57.68
R3 59.10 58.67 57.34
R2 57.87 57.87 57.23
R1 57.44 57.44 57.11 57.04
PP 56.64 56.64 56.64 56.45
S1 56.21 56.21 56.89 55.81
S2 55.41 55.41 56.77
S3 54.18 54.98 56.66
S4 52.95 53.75 56.32
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 78.88 75.78 60.01
R3 70.14 67.04 57.60
R2 61.40 61.40 56.80
R1 58.30 58.30 56.00 59.85
PP 52.66 52.66 52.66 53.44
S1 49.56 49.56 54.40 51.11
S2 43.92 43.92 53.60
S3 35.18 40.82 52.80
S4 26.44 32.08 50.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.29 50.23 7.06 12.4% 2.28 4.0% 96% False False 22,104
10 57.29 46.25 11.04 19.4% 2.71 4.7% 97% False False 20,227
20 57.29 44.27 13.02 22.8% 2.69 4.7% 98% False False 20,065
40 57.29 42.19 15.10 26.5% 2.52 4.4% 98% False False 17,195
60 60.72 42.19 18.53 32.5% 2.71 4.7% 80% False False 15,049
80 61.20 42.19 19.01 33.4% 2.78 4.9% 78% False False 12,847
100 76.25 42.19 34.06 59.8% 2.69 4.7% 43% False False 10,911
120 99.62 42.19 57.43 100.8% 2.52 4.4% 26% False False 9,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 62.31
2.618 60.30
1.618 59.07
1.000 58.31
0.618 57.84
HIGH 57.08
0.618 56.61
0.500 56.47
0.382 56.32
LOW 55.85
0.618 55.09
1.000 54.62
1.618 53.86
2.618 52.63
4.250 50.62
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 56.82 56.53
PP 56.64 56.06
S1 56.47 55.60

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

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