NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 53.00 54.79 1.79 3.4% 52.00
High 55.12 56.30 1.18 2.1% 53.03
Low 52.40 53.70 1.30 2.5% 49.00
Close 54.94 55.03 0.09 0.2% 51.76
Range 2.72 2.60 -0.12 -4.4% 4.03
ATR 2.12 2.15 0.03 1.6% 0.00
Volume 3,423 7,014 3,591 104.9% 21,473
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.81 61.52 56.46
R3 60.21 58.92 55.75
R2 57.61 57.61 55.51
R1 56.32 56.32 55.27 56.97
PP 55.01 55.01 55.01 55.33
S1 53.72 53.72 54.79 54.37
S2 52.41 52.41 54.55
S3 49.81 51.12 54.32
S4 47.21 48.52 53.60
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 56.30 49.44 6.86 12.5% 2.37 4.3% 81% True False 4,297
10 56.30 49.00 7.30 13.3% 1.99 3.6% 83% True False 4,394
20 56.30 46.08 10.22 18.6% 1.92 3.5% 88% True False 4,538
40 56.63 45.87 10.76 19.6% 1.59 2.9% 85% False False 3,918
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.35
2.618 63.11
1.618 60.51
1.000 58.90
0.618 57.91
HIGH 56.30
0.618 55.31
0.500 55.00
0.382 54.69
LOW 53.70
0.618 52.09
1.000 51.10
1.618 49.49
2.618 46.89
4.250 42.65
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 55.02 54.45
PP 55.01 53.86
S1 55.00 53.28

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

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