NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 59.45 59.35 -0.10 -0.2% 58.75
High 59.88 59.35 -0.53 -0.9% 60.27
Low 58.98 57.71 -1.27 -2.2% 57.71
Close 59.87 58.52 -1.35 -2.3% 58.52
Range 0.90 1.64 0.74 82.2% 2.56
ATR 2.08 2.08 0.01 0.3% 0.00
Volume 5,071 4,416 -655 -12.9% 30,084
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.45 62.62 59.42
R3 61.81 60.98 58.97
R2 60.17 60.17 58.82
R1 59.34 59.34 58.67 58.94
PP 58.53 58.53 58.53 58.32
S1 57.70 57.70 58.37 57.30
S2 56.89 56.89 58.22
S3 55.25 56.06 58.07
S4 53.61 54.42 57.62
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.51 65.08 59.93
R3 63.95 62.52 59.22
R2 61.39 61.39 58.99
R1 59.96 59.96 58.75 59.40
PP 58.83 58.83 58.83 58.55
S1 57.40 57.40 58.29 56.84
S2 56.27 56.27 58.05
S3 53.71 54.84 57.82
S4 51.15 52.28 57.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.27 57.71 2.56 4.4% 1.32 2.3% 32% False True 6,016
10 60.27 49.73 10.54 18.0% 1.75 3.0% 83% False False 5,988
20 60.27 46.50 13.77 23.5% 1.73 3.0% 87% False False 5,951
40 60.27 45.06 15.21 26.0% 1.61 2.7% 88% False False 5,141
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.32
2.618 63.64
1.618 62.00
1.000 60.99
0.618 60.36
HIGH 59.35
0.618 58.72
0.500 58.53
0.382 58.34
LOW 57.71
0.618 56.70
1.000 56.07
1.618 55.06
2.618 53.42
4.250 50.74
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 58.53 58.80
PP 58.53 58.70
S1 58.52 58.61

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

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