NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 49.73 52.34 2.61 5.2% 50.19
High 52.20 54.39 2.19 4.2% 52.73
Low 49.73 52.34 2.61 5.2% 48.64
Close 51.99 54.39 2.40 4.6% 51.21
Range 2.47 2.05 -0.42 -17.0% 4.09
ATR 2.11 2.13 0.02 1.0% 0.00
Volume 4,125 4,704 579 14.0% 32,511
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.86 59.17 55.52
R3 57.81 57.12 54.95
R2 55.76 55.76 54.77
R1 55.07 55.07 54.58 55.42
PP 53.71 53.71 53.71 53.88
S1 53.02 53.02 54.20 53.37
S2 51.66 51.66 54.01
S3 49.61 50.97 53.83
S4 47.56 48.92 53.26
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 54.39 48.64 5.75 10.6% 2.14 3.9% 100% True False 5,418
10 54.39 48.64 5.75 10.6% 1.83 3.4% 100% True False 5,853
20 54.39 45.06 9.33 17.2% 1.80 3.3% 100% True False 5,506
40 55.95 45.06 10.89 20.0% 1.59 2.9% 86% False False 4,605
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.10
2.618 59.76
1.618 57.71
1.000 56.44
0.618 55.66
HIGH 54.39
0.618 53.61
0.500 53.37
0.382 53.12
LOW 52.34
0.618 51.07
1.000 50.29
1.618 49.02
2.618 46.97
4.250 43.63
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 54.05 53.61
PP 53.71 52.84
S1 53.37 52.06

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

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