NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 57.74 58.17 0.43 0.7% 57.50
High 59.00 58.17 -0.83 -1.4% 59.41
Low 57.74 56.68 -1.06 -1.8% 56.68
Close 58.99 57.65 -1.34 -2.3% 57.65
Range 1.26 1.49 0.23 18.3% 2.73
ATR 2.35 2.34 0.00 -0.1% 0.00
Volume 6,367 5,849 -518 -8.1% 38,156
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.97 61.30 58.47
R3 60.48 59.81 58.06
R2 58.99 58.99 57.92
R1 58.32 58.32 57.79 57.91
PP 57.50 57.50 57.50 57.30
S1 56.83 56.83 57.51 56.42
S2 56.01 56.01 57.38
S3 54.52 55.34 57.24
S4 53.03 53.85 56.83
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.10 64.61 59.15
R3 63.37 61.88 58.40
R2 60.64 60.64 58.15
R1 59.15 59.15 57.90 59.90
PP 57.91 57.91 57.91 58.29
S1 56.42 56.42 57.40 57.17
S2 55.18 55.18 57.15
S3 52.45 53.69 56.90
S4 49.72 50.96 56.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.41 56.68 2.73 4.7% 1.50 2.6% 36% False True 7,631
10 59.41 48.78 10.63 18.4% 1.99 3.5% 83% False False 8,519
20 59.41 45.78 13.63 23.6% 2.31 4.0% 87% False False 8,994
40 59.41 44.19 15.22 26.4% 2.17 3.8% 88% False False 7,536
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.50
2.618 62.07
1.618 60.58
1.000 59.66
0.618 59.09
HIGH 58.17
0.618 57.60
0.500 57.43
0.382 57.25
LOW 56.68
0.618 55.76
1.000 55.19
1.618 54.27
2.618 52.78
4.250 50.35
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 57.58 57.84
PP 57.50 57.78
S1 57.43 57.71

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

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