NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 58.75 59.26 0.51 0.9% 49.73
High 60.27 59.93 -0.34 -0.6% 58.18
Low 58.45 59.16 0.71 1.2% 49.73
Close 60.27 59.93 -0.34 -0.6% 58.12
Range 1.82 0.77 -1.05 -57.7% 8.45
ATR 2.21 2.13 -0.08 -3.6% 0.00
Volume 5,872 7,010 1,138 19.4% 29,804
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.98 61.73 60.35
R3 61.21 60.96 60.14
R2 60.44 60.44 60.07
R1 60.19 60.19 60.00 60.32
PP 59.67 59.67 59.67 59.74
S1 59.42 59.42 59.86 59.55
S2 58.90 58.90 59.79
S3 58.13 58.65 59.72
S4 57.36 57.88 59.51
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 53.01 7.26 12.1% 1.80 3.0% 95% False False 6,771
10 60.27 48.64 11.63 19.4% 1.97 3.3% 97% False False 6,094
20 60.27 46.50 13.77 23.0% 1.83 3.0% 98% False False 6,112
40 60.27 45.06 15.21 25.4% 1.59 2.7% 98% False False 4,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 63.20
2.618 61.95
1.618 61.18
1.000 60.70
0.618 60.41
HIGH 59.93
0.618 59.64
0.500 59.55
0.382 59.45
LOW 59.16
0.618 58.68
1.000 58.39
1.618 57.91
2.618 57.14
4.250 55.89
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 59.80 59.48
PP 59.67 59.02
S1 59.55 58.57

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

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