NYMEX Light Sweet Crude Oil Future August 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 56.52 58.09 1.57 2.8% 48.23
High 58.40 58.17 -0.23 -0.4% 56.84
Low 56.29 57.13 0.84 1.5% 48.06
Close 58.33 58.08 -0.25 -0.4% 56.28
Range 2.11 1.04 -1.07 -50.7% 8.78
ATR 2.48 2.39 -0.09 -3.7% 0.00
Volume 6,185 9,167 2,982 48.2% 43,303
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.91 60.54 58.65
R3 59.87 59.50 58.37
R2 58.83 58.83 58.27
R1 58.46 58.46 58.18 58.13
PP 57.79 57.79 57.79 57.63
S1 57.42 57.42 57.98 57.09
S2 56.75 56.75 57.89
S3 55.71 56.38 57.79
S4 54.67 55.34 57.51
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 80.07 76.95 61.11
R3 71.29 68.17 58.69
R2 62.51 62.51 57.89
R1 59.39 59.39 57.08 60.95
PP 53.73 53.73 53.73 54.51
S1 50.61 50.61 55.48 52.17
S2 44.95 44.95 54.67
S3 36.17 41.83 53.87
S4 27.39 33.05 51.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.40 51.22 7.18 12.4% 2.02 3.5% 96% False False 9,031
10 58.40 47.14 11.26 19.4% 2.38 4.1% 97% False False 8,871
20 58.40 45.00 13.40 23.1% 2.38 4.1% 98% False False 10,181
40 58.40 43.34 15.06 25.9% 2.15 3.7% 98% False False 8,612
60 60.48 43.34 17.14 29.5% 2.11 3.6% 86% False False 7,074
80 62.08 43.34 18.74 32.3% 1.78 3.1% 79% False False 6,095
100 76.95 43.34 33.61 57.9% 1.78 3.1% 44% False False 5,270
120 99.90 43.34 56.56 97.4% 1.66 2.9% 26% False False 4,612
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 0.37
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 62.59
2.618 60.89
1.618 59.85
1.000 59.21
0.618 58.81
HIGH 58.17
0.618 57.77
0.500 57.65
0.382 57.53
LOW 57.13
0.618 56.49
1.000 56.09
1.618 55.45
2.618 54.41
4.250 52.71
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 57.94 57.64
PP 57.79 57.19
S1 57.65 56.75

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

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