NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 52.34 54.30 1.96 3.7% 50.19
High 54.39 55.68 1.29 2.4% 52.73
Low 52.34 53.01 0.67 1.3% 48.64
Close 54.39 54.37 -0.02 0.0% 51.21
Range 2.05 2.67 0.62 30.2% 4.09
ATR 2.13 2.17 0.04 1.8% 0.00
Volume 4,704 8,040 3,336 70.9% 32,511
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.36 61.04 55.84
R3 59.69 58.37 55.10
R2 57.02 57.02 54.86
R1 55.70 55.70 54.61 56.36
PP 54.35 54.35 54.35 54.69
S1 53.03 53.03 54.13 53.69
S2 51.68 51.68 53.88
S3 49.01 50.36 53.64
S4 46.34 47.69 52.90
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 55.68 49.19 6.49 11.9% 2.35 4.3% 80% True False 5,637
10 55.68 48.64 7.04 12.9% 1.96 3.6% 81% True False 6,168
20 55.68 45.81 9.87 18.2% 1.84 3.4% 87% True False 5,644
40 55.95 45.06 10.89 20.0% 1.62 3.0% 85% False False 4,760
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.03
2.618 62.67
1.618 60.00
1.000 58.35
0.618 57.33
HIGH 55.68
0.618 54.66
0.500 54.35
0.382 54.03
LOW 53.01
0.618 51.36
1.000 50.34
1.618 48.69
2.618 46.02
4.250 41.66
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 54.36 53.82
PP 54.35 53.26
S1 54.35 52.71

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

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