NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 55.68 56.98 1.30 2.3% 49.73
High 58.10 58.18 0.08 0.1% 58.18
Low 55.68 56.86 1.18 2.1% 49.73
Close 57.64 58.12 0.48 0.8% 58.12
Range 2.42 1.32 -1.10 -45.5% 8.45
ATR 2.28 2.21 -0.07 -3.0% 0.00
Volume 5,817 7,118 1,301 22.4% 29,804
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.68 61.22 58.85
R3 60.36 59.90 58.48
R2 59.04 59.04 58.36
R1 58.58 58.58 58.24 58.81
PP 57.72 57.72 57.72 57.84
S1 57.26 57.26 58.00 57.49
S2 56.40 56.40 57.88
S3 55.08 55.94 57.76
S4 53.76 54.62 57.39
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 80.69 77.86 62.77
R3 72.24 69.41 60.44
R2 63.79 63.79 59.67
R1 60.96 60.96 58.89 62.38
PP 55.34 55.34 55.34 56.05
S1 52.51 52.51 57.35 53.93
S2 46.89 46.89 56.57
S3 38.44 44.06 55.80
S4 29.99 35.61 53.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.18 49.73 8.45 14.5% 2.19 3.8% 99% True False 5,960
10 58.18 48.64 9.54 16.4% 2.05 3.5% 99% True False 6,231
20 58.18 46.31 11.87 20.4% 1.88 3.2% 99% True False 5,813
40 58.18 45.06 13.12 22.6% 1.65 2.8% 100% True False 4,897
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 63.79
2.618 61.64
1.618 60.32
1.000 59.50
0.618 59.00
HIGH 58.18
0.618 57.68
0.500 57.52
0.382 57.36
LOW 56.86
0.618 56.04
1.000 55.54
1.618 54.72
2.618 53.40
4.250 51.25
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 57.92 57.28
PP 57.72 56.44
S1 57.52 55.60

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

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