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

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

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