NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 56.42 54.50 -1.92 -3.4% 57.50
High 56.42 55.33 -1.09 -1.9% 59.41
Low 53.91 53.17 -0.74 -1.4% 56.68
Close 54.15 54.89 0.74 1.4% 57.65
Range 2.51 2.16 -0.35 -13.9% 2.73
ATR 2.44 2.42 -0.02 -0.8% 0.00
Volume 5,638 7,312 1,674 29.7% 38,156
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.94 60.08 56.08
R3 58.78 57.92 55.48
R2 56.62 56.62 55.29
R1 55.76 55.76 55.09 56.19
PP 54.46 54.46 54.46 54.68
S1 53.60 53.60 54.69 54.03
S2 52.30 52.30 54.49
S3 50.14 51.44 54.30
S4 47.98 49.28 53.70
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 59.00 53.17 5.83 10.6% 1.82 3.3% 30% False True 7,071
10 59.41 52.31 7.10 12.9% 1.86 3.4% 36% False False 8,351
20 59.41 47.25 12.16 22.2% 2.19 4.0% 63% False False 8,929
40 59.41 44.19 15.22 27.7% 2.21 4.0% 70% False False 7,699
60 61.90 44.19 17.71 32.3% 2.12 3.9% 60% False False 6,429
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.51
2.618 60.98
1.618 58.82
1.000 57.49
0.618 56.66
HIGH 55.33
0.618 54.50
0.500 54.25
0.382 54.00
LOW 53.17
0.618 51.84
1.000 51.01
1.618 49.68
2.618 47.52
4.250 43.99
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 54.68 55.67
PP 54.46 55.41
S1 54.25 55.15

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

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