NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 51.03 50.19 -0.84 -1.6% 48.46
High 51.43 51.90 0.47 0.9% 51.43
Low 49.87 50.19 0.32 0.6% 46.50
Close 51.34 50.89 -0.45 -0.9% 51.34
Range 1.56 1.71 0.15 9.6% 4.93
ATR 2.03 2.01 -0.02 -1.1% 0.00
Volume 7,541 6,117 -1,424 -18.9% 26,635
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.12 55.22 51.83
R3 54.41 53.51 51.36
R2 52.70 52.70 51.20
R1 51.80 51.80 51.05 52.25
PP 50.99 50.99 50.99 51.22
S1 50.09 50.09 50.73 50.54
S2 49.28 49.28 50.58
S3 47.57 48.38 50.42
S4 45.86 46.67 49.95
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.55 62.87 54.05
R3 59.62 57.94 52.70
R2 54.69 54.69 52.24
R1 53.01 53.01 51.79 53.85
PP 49.76 49.76 49.76 50.18
S1 48.08 48.08 50.89 48.92
S2 44.83 44.83 50.44
S3 39.90 43.15 49.98
S4 34.97 38.22 48.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.90 46.50 5.40 10.6% 1.55 3.1% 81% True False 5,380
10 51.95 46.50 5.45 10.7% 1.62 3.2% 81% False False 5,679
20 55.40 45.06 10.34 20.3% 1.60 3.2% 56% False False 5,136
40 56.95 45.06 11.89 23.4% 1.43 2.8% 49% False False 4,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.17
2.618 56.38
1.618 54.67
1.000 53.61
0.618 52.96
HIGH 51.90
0.618 51.25
0.500 51.05
0.382 50.84
LOW 50.19
0.618 49.13
1.000 48.48
1.618 47.42
2.618 45.71
4.250 42.92
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 51.05 50.80
PP 50.99 50.71
S1 50.94 50.63

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

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