NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 59.35 56.95 -2.40 -4.0% 58.75
High 59.35 57.01 -2.34 -3.9% 60.27
Low 57.71 54.95 -2.76 -4.8% 57.71
Close 58.52 55.16 -3.36 -5.7% 58.52
Range 1.64 2.06 0.42 25.6% 2.56
ATR 2.08 2.19 0.11 5.1% 0.00
Volume 4,416 5,854 1,438 32.6% 30,084
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.89 60.58 56.29
R3 59.83 58.52 55.73
R2 57.77 57.77 55.54
R1 56.46 56.46 55.35 56.09
PP 55.71 55.71 55.71 55.52
S1 54.40 54.40 54.97 54.03
S2 53.65 53.65 54.78
S3 51.59 52.34 54.59
S4 49.53 50.28 54.03
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 59.93 54.95 4.98 9.0% 1.37 2.5% 4% False True 6,013
10 60.27 52.34 7.93 14.4% 1.71 3.1% 36% False False 6,161
20 60.27 46.50 13.77 25.0% 1.76 3.2% 63% False False 5,951
40 60.27 45.06 15.21 27.6% 1.63 3.0% 66% False False 5,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.77
2.618 62.40
1.618 60.34
1.000 59.07
0.618 58.28
HIGH 57.01
0.618 56.22
0.500 55.98
0.382 55.74
LOW 54.95
0.618 53.68
1.000 52.89
1.618 51.62
2.618 49.56
4.250 46.20
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 55.98 57.42
PP 55.71 56.66
S1 55.43 55.91

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

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