NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 56.21 57.50 1.29 2.3% 48.78
High 57.35 59.41 2.06 3.6% 57.85
Low 55.98 57.25 1.27 2.3% 48.78
Close 57.28 59.36 2.08 3.6% 57.28
Range 1.37 2.16 0.79 57.7% 9.07
ATR 2.56 2.53 -0.03 -1.1% 0.00
Volume 9,308 7,672 -1,636 -17.6% 47,043
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.15 64.42 60.55
R3 62.99 62.26 59.95
R2 60.83 60.83 59.76
R1 60.10 60.10 59.56 60.47
PP 58.67 58.67 58.67 58.86
S1 57.94 57.94 59.16 58.31
S2 56.51 56.51 58.96
S3 54.35 55.78 58.77
S4 52.19 53.62 58.17
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 59.41 50.94 8.47 14.3% 2.35 4.0% 99% True False 9,710
10 59.41 47.85 11.56 19.5% 2.45 4.1% 100% True False 9,077
20 59.41 45.78 13.63 23.0% 2.47 4.2% 100% True False 9,254
40 59.41 44.19 15.22 25.6% 2.25 3.8% 100% True False 7,230
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.59
2.618 65.06
1.618 62.90
1.000 61.57
0.618 60.74
HIGH 59.41
0.618 58.58
0.500 58.33
0.382 58.08
LOW 57.25
0.618 55.92
1.000 55.09
1.618 53.76
2.618 51.60
4.250 48.07
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 59.02 58.73
PP 58.67 58.09
S1 58.33 57.46

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

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