NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 50.58 50.15 -0.43 -0.9% 49.22
High 51.00 52.20 1.20 2.4% 51.73
Low 49.00 49.44 0.44 0.9% 47.48
Close 49.07 52.49 3.42 7.0% 51.73
Range 2.00 2.76 0.76 38.0% 4.25
ATR 2.01 2.09 0.08 4.0% 0.00
Volume 4,642 5,574 932 20.1% 22,305
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.66 58.83 54.01
R3 56.90 56.07 53.25
R2 54.14 54.14 53.00
R1 53.31 53.31 52.74 53.73
PP 51.38 51.38 51.38 51.58
S1 50.55 50.55 52.24 50.97
S2 48.62 48.62 51.98
S3 45.86 47.79 51.73
S4 43.10 45.03 50.97
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.06 61.65 54.07
R3 58.81 57.40 52.90
R2 54.56 54.56 52.51
R1 53.15 53.15 52.12 53.86
PP 50.31 50.31 50.31 50.67
S1 48.90 48.90 51.34 49.61
S2 46.06 46.06 50.95
S3 41.81 44.65 50.56
S4 37.56 40.40 49.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.03 49.00 4.03 7.7% 2.02 3.9% 87% False False 4,778
10 53.03 47.48 5.55 10.6% 1.72 3.3% 90% False False 4,711
20 53.31 45.87 7.44 14.2% 1.75 3.3% 89% False False 4,514
40 58.00 45.87 12.13 23.1% 1.52 2.9% 55% False False 3,820
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 0.37
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 63.93
2.618 59.43
1.618 56.67
1.000 54.96
0.618 53.91
HIGH 52.20
0.618 51.15
0.500 50.82
0.382 50.49
LOW 49.44
0.618 47.73
1.000 46.68
1.618 44.97
2.618 42.21
4.250 37.71
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 51.93 52.00
PP 51.38 51.51
S1 50.82 51.02

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

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