NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 57.31 57.74 0.43 0.8% 48.78
High 58.68 59.00 0.32 0.5% 57.85
Low 56.98 57.74 0.76 1.3% 48.78
Close 57.47 58.99 1.52 2.6% 57.28
Range 1.70 1.26 -0.44 -25.9% 9.07
ATR 2.41 2.35 -0.06 -2.6% 0.00
Volume 10,190 6,367 -3,823 -37.5% 47,043
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.36 61.93 59.68
R3 61.10 60.67 59.34
R2 59.84 59.84 59.22
R1 59.41 59.41 59.11 59.63
PP 58.58 58.58 58.58 58.68
S1 58.15 58.15 58.87 58.37
S2 57.32 57.32 58.76
S3 56.06 56.89 58.64
S4 54.80 55.63 58.30
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 55.98 3.43 5.8% 1.48 2.5% 88% False False 8,323
10 59.41 48.78 10.63 18.0% 2.01 3.4% 96% False False 8,546
20 59.41 45.78 13.63 23.1% 2.33 4.0% 97% False False 9,225
40 59.41 44.19 15.22 25.8% 2.17 3.7% 97% False False 7,479
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.36
2.618 62.30
1.618 61.04
1.000 60.26
0.618 59.78
HIGH 59.00
0.618 58.52
0.500 58.37
0.382 58.22
LOW 57.74
0.618 56.96
1.000 56.48
1.618 55.70
2.618 54.44
4.250 52.39
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 58.78 58.67
PP 58.58 58.36
S1 58.37 58.04

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

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