NYMEX Light Sweet Crude Oil Future September 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 51.87 53.80 1.93 3.7% 51.21
High 54.10 55.01 0.91 1.7% 52.21
Low 50.94 52.31 1.37 2.7% 47.85
Close 53.81 53.66 -0.15 -0.3% 50.63
Range 3.16 2.70 -0.46 -14.6% 4.36
ATR 2.52 2.54 0.01 0.5% 0.00
Volume 8,471 12,593 4,122 48.7% 45,849
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.76 60.41 55.15
R3 59.06 57.71 54.40
R2 56.36 56.36 54.16
R1 55.01 55.01 53.91 54.34
PP 53.66 53.66 53.66 53.32
S1 52.31 52.31 53.41 51.64
S2 50.96 50.96 53.17
S3 48.26 49.61 52.92
S4 45.56 46.91 52.18
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.31 61.33 53.03
R3 58.95 56.97 51.83
R2 54.59 54.59 51.43
R1 52.61 52.61 51.03 51.42
PP 50.23 50.23 50.23 49.64
S1 48.25 48.25 50.23 47.06
S2 45.87 45.87 49.83
S3 41.51 43.89 49.43
S4 37.15 39.53 48.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.01 47.99 7.02 13.1% 2.78 5.2% 81% True False 8,346
10 55.01 47.85 7.16 13.3% 2.47 4.6% 81% True False 9,745
20 55.01 44.19 10.82 20.2% 2.56 4.8% 88% True False 8,790
40 55.68 44.19 11.49 21.4% 2.27 4.2% 82% False False 6,930
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.49
2.618 62.08
1.618 59.38
1.000 57.71
0.618 56.68
HIGH 55.01
0.618 53.98
0.500 53.66
0.382 53.34
LOW 52.31
0.618 50.64
1.000 49.61
1.618 47.94
2.618 45.24
4.250 40.84
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 53.66 53.07
PP 53.66 52.48
S1 53.66 51.90

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

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