NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 59.35 59.45 0.10 0.2% 49.73
High 59.39 59.88 0.49 0.8% 58.18
Low 57.93 58.98 1.05 1.8% 49.73
Close 58.39 59.87 1.48 2.5% 58.12
Range 1.46 0.90 -0.56 -38.4% 8.45
ATR 2.12 2.08 -0.05 -2.1% 0.00
Volume 7,715 5,071 -2,644 -34.3% 29,804
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.28 61.97 60.37
R3 61.38 61.07 60.12
R2 60.48 60.48 60.04
R1 60.17 60.17 59.95 60.33
PP 59.58 59.58 59.58 59.65
S1 59.27 59.27 59.79 59.43
S2 58.68 58.68 59.71
S3 57.78 58.37 59.62
S4 56.88 57.47 59.38
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 56.86 3.41 5.7% 1.25 2.1% 88% False False 6,557
10 60.27 49.73 10.54 17.6% 1.76 2.9% 96% False False 5,984
20 60.27 46.50 13.77 23.0% 1.71 2.9% 97% False False 6,060
40 60.27 45.06 15.21 25.4% 1.60 2.7% 97% False False 5,097
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.71
2.618 62.24
1.618 61.34
1.000 60.78
0.618 60.44
HIGH 59.88
0.618 59.54
0.500 59.43
0.382 59.32
LOW 58.98
0.618 58.42
1.000 58.08
1.618 57.52
2.618 56.62
4.250 55.16
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 59.72 59.56
PP 59.58 59.24
S1 59.43 58.93

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

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