NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 50.67 52.66 1.99 3.9% 51.01
High 53.29 54.11 0.82 1.5% 51.45
Low 50.34 51.22 0.88 1.7% 47.14
Close 53.04 52.73 -0.31 -0.6% 49.87
Range 2.95 2.89 -0.06 -2.0% 4.31
ATR 2.46 2.49 0.03 1.3% 0.00
Volume 7,547 10,192 2,645 35.0% 56,650
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.36 59.93 54.32
R3 58.47 57.04 53.52
R2 55.58 55.58 53.26
R1 54.15 54.15 52.99 54.87
PP 52.69 52.69 52.69 53.04
S1 51.26 51.26 52.47 51.98
S2 49.80 49.80 52.20
S3 46.91 48.37 51.94
S4 44.02 45.48 51.14
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 54.11 47.14 6.97 13.2% 2.83 5.4% 80% True False 8,399
10 54.11 47.14 6.97 13.2% 2.45 4.6% 80% True False 10,787
20 54.11 43.34 10.77 20.4% 2.45 4.6% 87% True False 9,955
40 54.45 43.34 11.11 21.1% 2.20 4.2% 85% False False 8,386
60 60.48 43.34 17.14 32.5% 2.04 3.9% 55% False False 6,815
80 62.08 43.34 18.74 35.5% 1.76 3.3% 50% False False 5,785
100 76.95 43.34 33.61 63.7% 1.76 3.3% 28% False False 4,996
120 108.14 43.34 64.80 122.9% 1.62 3.1% 14% False False 4,336
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.39
2.618 61.68
1.618 58.79
1.000 57.00
0.618 55.90
HIGH 54.11
0.618 53.01
0.500 52.67
0.382 52.32
LOW 51.22
0.618 49.43
1.000 48.33
1.618 46.54
2.618 43.65
4.250 38.94
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 52.71 52.18
PP 52.69 51.63
S1 52.67 51.09

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

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