NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 56.39 55.40 -0.99 -1.8% 48.25
High 56.80 57.28 0.48 0.8% 55.76
Low 54.85 55.40 0.55 1.0% 47.02
Close 55.47 57.04 1.57 2.8% 55.20
Range 1.95 1.88 -0.07 -3.6% 8.74
ATR 2.65 2.60 -0.06 -2.1% 0.00
Volume 20,620 28,271 7,651 37.1% 95,576
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.21 61.51 58.07
R3 60.33 59.63 57.56
R2 58.45 58.45 57.38
R1 57.75 57.75 57.21 58.10
PP 56.57 56.57 56.57 56.75
S1 55.87 55.87 56.87 56.22
S2 54.69 54.69 56.70
S3 52.81 53.99 56.52
S4 50.93 52.11 56.01
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 53.90 3.39 5.9% 1.78 3.1% 93% False False 23,494
10 57.29 47.02 10.27 18.0% 2.41 4.2% 98% False False 20,302
20 57.29 44.27 13.02 22.8% 2.58 4.5% 98% False False 20,456
40 57.29 42.19 15.10 26.5% 2.46 4.3% 98% False False 17,695
60 60.72 42.19 18.53 32.5% 2.68 4.7% 80% False False 15,704
80 60.72 42.19 18.53 32.5% 2.77 4.9% 80% False False 13,345
100 76.25 42.19 34.06 59.7% 2.71 4.7% 44% False False 11,344
120 94.07 42.19 51.88 91.0% 2.56 4.5% 29% False False 9,905
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.27
2.618 62.20
1.618 60.32
1.000 59.16
0.618 58.44
HIGH 57.28
0.618 56.56
0.500 56.34
0.382 56.12
LOW 55.40
0.618 54.24
1.000 53.52
1.618 52.36
2.618 50.48
4.250 47.41
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 56.81 56.72
PP 56.57 56.39
S1 56.34 56.07

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

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