NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 51.95 49.73 -2.22 -4.3% 50.19
High 52.73 52.20 -0.53 -1.0% 52.73
Low 50.97 49.73 -1.24 -2.4% 48.64
Close 51.21 51.99 0.78 1.5% 51.21
Range 1.76 2.47 0.71 40.3% 4.09
ATR 2.08 2.11 0.03 1.3% 0.00
Volume 4,376 4,125 -251 -5.7% 32,511
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.72 57.82 53.35
R3 56.25 55.35 52.67
R2 53.78 53.78 52.44
R1 52.88 52.88 52.22 53.33
PP 51.31 51.31 51.31 51.53
S1 50.41 50.41 51.76 50.86
S2 48.84 48.84 51.54
S3 46.37 47.94 51.31
S4 43.90 45.47 50.63
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.13 61.26 53.46
R3 59.04 57.17 52.33
R2 54.95 54.95 51.96
R1 53.08 53.08 51.58 54.02
PP 50.86 50.86 50.86 51.33
S1 48.99 48.99 50.84 49.93
S2 46.77 46.77 50.46
S3 42.68 44.90 50.09
S4 38.59 40.81 48.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.73 48.64 4.09 7.9% 2.07 4.0% 82% False False 6,103
10 52.73 46.50 6.23 12.0% 1.81 3.5% 88% False False 5,741
20 52.73 45.06 7.67 14.8% 1.76 3.4% 90% False False 5,576
40 56.95 45.06 11.89 22.9% 1.57 3.0% 58% False False 4,557
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.70
2.618 58.67
1.618 56.20
1.000 54.67
0.618 53.73
HIGH 52.20
0.618 51.26
0.500 50.97
0.382 50.67
LOW 49.73
0.618 48.20
1.000 47.26
1.618 45.73
2.618 43.26
4.250 39.23
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 51.65 51.65
PP 51.31 51.30
S1 50.97 50.96

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

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