NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 55.50 56.21 0.71 1.3% 48.78
High 57.85 57.35 -0.50 -0.9% 57.85
Low 55.50 55.98 0.48 0.9% 48.78
Close 56.83 57.28 0.45 0.8% 57.28
Range 2.35 1.37 -0.98 -41.7% 9.07
ATR 2.65 2.56 -0.09 -3.5% 0.00
Volume 10,510 9,308 -1,202 -11.4% 47,043
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.98 60.50 58.03
R3 59.61 59.13 57.66
R2 58.24 58.24 57.53
R1 57.76 57.76 57.41 58.00
PP 56.87 56.87 56.87 56.99
S1 56.39 56.39 57.15 56.63
S2 55.50 55.50 57.03
S3 54.13 55.02 56.90
S4 52.76 53.65 56.53
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 81.85 78.63 62.27
R3 72.78 69.56 59.77
R2 63.71 63.71 58.94
R1 60.49 60.49 58.11 62.10
PP 54.64 54.64 54.64 55.44
S1 51.42 51.42 56.45 53.03
S2 45.57 45.57 55.62
S3 36.50 42.35 54.79
S4 27.43 33.28 52.29
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 15.8% 2.48 4.3% 94% False False 9,408
10 57.85 47.85 10.00 17.5% 2.49 4.4% 94% False False 9,289
20 57.85 45.32 12.53 21.9% 2.50 4.4% 95% False False 9,201
40 57.85 44.19 13.66 23.8% 2.29 4.0% 96% False False 7,184
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 0.44
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 63.17
2.618 60.94
1.618 59.57
1.000 58.72
0.618 58.20
HIGH 57.35
0.618 56.83
0.500 56.67
0.382 56.50
LOW 55.98
0.618 55.13
1.000 54.61
1.618 53.76
2.618 52.39
4.250 50.16
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 57.08 56.55
PP 56.87 55.81
S1 56.67 55.08

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

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