NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 56.98 58.75 1.77 3.1% 49.73
High 58.18 60.27 2.09 3.6% 58.18
Low 56.86 58.45 1.59 2.8% 49.73
Close 58.12 60.27 2.15 3.7% 58.12
Range 1.32 1.82 0.50 37.9% 8.45
ATR 2.21 2.21 0.00 -0.2% 0.00
Volume 7,118 5,872 -1,246 -17.5% 29,804
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.12 64.52 61.27
R3 63.30 62.70 60.77
R2 61.48 61.48 60.60
R1 60.88 60.88 60.44 61.18
PP 59.66 59.66 59.66 59.82
S1 59.06 59.06 60.10 59.36
S2 57.84 57.84 59.94
S3 56.02 57.24 59.77
S4 54.20 55.42 59.27
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 60.27 52.34 7.93 13.2% 2.06 3.4% 100% True False 6,310
10 60.27 48.64 11.63 19.3% 2.06 3.4% 100% True False 6,207
20 60.27 46.50 13.77 22.8% 1.84 3.1% 100% True False 5,943
40 60.27 45.06 15.21 25.2% 1.61 2.7% 100% True False 4,893
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.01
2.618 65.03
1.618 63.21
1.000 62.09
0.618 61.39
HIGH 60.27
0.618 59.57
0.500 59.36
0.382 59.15
LOW 58.45
0.618 57.33
1.000 56.63
1.618 55.51
2.618 53.69
4.250 50.72
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 59.97 59.51
PP 59.66 58.74
S1 59.36 57.98

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

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