NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 50.59 50.43 -0.16 -0.3% 49.88
High 52.21 50.43 -1.78 -3.4% 51.02
Low 50.12 47.85 -2.27 -4.5% 45.78
Close 50.40 48.02 -2.38 -4.7% 50.88
Range 2.09 2.58 0.49 23.4% 5.24
ATR 2.41 2.43 0.01 0.5% 0.00
Volume 12,542 9,008 -3,534 -28.2% 48,837
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.51 54.84 49.44
R3 53.93 52.26 48.73
R2 51.35 51.35 48.49
R1 49.68 49.68 48.26 49.23
PP 48.77 48.77 48.77 48.54
S1 47.10 47.10 47.78 46.65
S2 46.19 46.19 47.55
S3 43.61 44.52 47.31
S4 41.03 41.94 46.60
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 52.21 47.85 4.36 9.1% 2.15 4.5% 4% False True 11,144
10 52.21 45.78 6.43 13.4% 2.59 5.4% 35% False False 9,877
20 52.41 44.19 8.22 17.1% 2.37 4.9% 47% False False 8,489
40 57.15 44.19 12.96 27.0% 2.17 4.5% 30% False False 6,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.40
2.618 57.18
1.618 54.60
1.000 53.01
0.618 52.02
HIGH 50.43
0.618 49.44
0.500 49.14
0.382 48.84
LOW 47.85
0.618 46.26
1.000 45.27
1.618 43.68
2.618 41.10
4.250 36.89
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 49.14 50.03
PP 48.77 49.36
S1 48.39 48.69

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

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