NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 52.76 50.25 -2.51 -4.8% 52.00
High 52.76 52.84 0.08 0.2% 53.03
Low 51.56 50.25 -1.31 -2.5% 49.00
Close 51.76 52.59 0.83 1.6% 51.76
Range 1.20 2.59 1.39 115.8% 4.03
ATR 2.03 2.07 0.04 2.0% 0.00
Volume 3,121 2,353 -768 -24.6% 21,473
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.66 58.72 54.01
R3 57.07 56.13 53.30
R2 54.48 54.48 53.06
R1 53.54 53.54 52.83 54.01
PP 51.89 51.89 51.89 52.13
S1 50.95 50.95 52.35 51.42
S2 49.30 49.30 52.12
S3 46.71 48.36 51.88
S4 44.12 45.77 51.17
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.35 61.59 53.98
R3 59.32 57.56 52.87
R2 55.29 55.29 52.50
R1 53.53 53.53 52.13 52.40
PP 51.26 51.26 51.26 50.70
S1 49.50 49.50 51.39 48.37
S2 47.23 47.23 51.02
S3 43.20 45.47 50.65
S4 39.17 41.44 49.54
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% 2.01 3.8% 89% False False 4,076
10 53.03 47.48 5.55 10.6% 1.81 3.4% 92% False False 4,134
20 53.03 45.87 7.16 13.6% 1.82 3.5% 94% False False 4,458
40 58.00 45.87 12.13 23.1% 1.53 2.9% 55% False False 3,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.85
2.618 59.62
1.618 57.03
1.000 55.43
0.618 54.44
HIGH 52.84
0.618 51.85
0.500 51.55
0.382 51.24
LOW 50.25
0.618 48.65
1.000 47.66
1.618 46.06
2.618 43.47
4.250 39.24
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 52.24 52.11
PP 51.89 51.62
S1 51.55 51.14

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

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