NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 59.00 57.31 -1.69 -2.9% 48.78
High 59.10 58.68 -0.42 -0.7% 57.85
Low 58.19 56.98 -1.21 -2.1% 48.78
Close 59.05 57.47 -1.58 -2.7% 57.28
Range 0.91 1.70 0.79 86.8% 9.07
ATR 2.44 2.41 -0.03 -1.1% 0.00
Volume 8,078 10,190 2,112 26.1% 47,043
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.81 61.84 58.41
R3 61.11 60.14 57.94
R2 59.41 59.41 57.78
R1 58.44 58.44 57.63 58.93
PP 57.71 57.71 57.71 57.95
S1 56.74 56.74 57.31 57.23
S2 56.01 56.01 57.16
S3 54.31 55.04 57.00
S4 52.61 53.34 56.54
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 55.50 3.91 6.8% 1.70 3.0% 50% False False 9,151
10 59.41 47.99 11.42 19.9% 2.24 3.9% 83% False False 8,748
20 59.41 45.78 13.63 23.7% 2.41 4.2% 86% False False 9,313
40 59.41 44.19 15.22 26.5% 2.18 3.8% 87% False False 7,441
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.91
2.618 63.13
1.618 61.43
1.000 60.38
0.618 59.73
HIGH 58.68
0.618 58.03
0.500 57.83
0.382 57.63
LOW 56.98
0.618 55.93
1.000 55.28
1.618 54.23
2.618 52.53
4.250 49.76
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 57.83 58.20
PP 57.71 57.95
S1 57.59 57.71

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

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