NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 53.80 55.50 1.70 3.2% 51.21
High 55.01 57.85 2.84 5.2% 52.21
Low 52.31 55.50 3.19 6.1% 47.85
Close 53.66 56.83 3.17 5.9% 50.63
Range 2.70 2.35 -0.35 -13.0% 4.36
ATR 2.54 2.65 0.12 4.7% 0.00
Volume 12,593 10,510 -2,083 -16.5% 45,849
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.78 62.65 58.12
R3 61.43 60.30 57.48
R2 59.08 59.08 57.26
R1 57.95 57.95 57.05 58.52
PP 56.73 56.73 56.73 57.01
S1 55.60 55.60 56.61 56.17
S2 54.38 54.38 56.40
S3 52.03 53.25 56.18
S4 49.68 50.90 55.54
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 57.85 48.78 9.07 16.0% 2.53 4.5% 89% True False 8,770
10 57.85 47.85 10.00 17.6% 2.54 4.5% 90% True False 9,772
20 57.85 44.76 13.09 23.0% 2.53 4.4% 92% True False 8,981
40 57.85 44.19 13.66 24.0% 2.29 4.0% 93% True False 7,055
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 67.84
2.618 64.00
1.618 61.65
1.000 60.20
0.618 59.30
HIGH 57.85
0.618 56.95
0.500 56.68
0.382 56.40
LOW 55.50
0.618 54.05
1.000 53.15
1.618 51.70
2.618 49.35
4.250 45.51
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 56.78 56.02
PP 56.73 55.21
S1 56.68 54.40

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

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