NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 56.17 57.85 1.68 3.0% 50.25
High 58.81 59.00 0.19 0.3% 59.00
Low 55.85 57.81 1.96 3.5% 50.25
Close 58.42 58.94 0.52 0.9% 58.94
Range 2.96 1.19 -1.77 -59.8% 8.75
ATR 2.27 2.19 -0.08 -3.4% 0.00
Volume 4,566 4,977 411 9.0% 22,333
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.15 61.74 59.59
R3 60.96 60.55 59.27
R2 59.77 59.77 59.16
R1 59.36 59.36 59.05 59.57
PP 58.58 58.58 58.58 58.69
S1 58.17 58.17 58.83 58.38
S2 57.39 57.39 58.72
S3 56.20 56.98 58.61
S4 55.01 55.79 58.29
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 82.31 79.38 63.75
R3 73.56 70.63 61.35
R2 64.81 64.81 60.54
R1 61.88 61.88 59.74 63.35
PP 56.06 56.06 56.06 56.80
S1 53.13 53.13 58.14 54.60
S2 47.31 47.31 57.34
S3 38.56 44.38 56.53
S4 29.81 35.63 54.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.00 50.25 8.75 14.8% 2.41 4.1% 99% True False 4,466
10 59.00 49.00 10.00 17.0% 2.20 3.7% 99% True False 4,380
20 59.00 47.00 12.00 20.4% 1.92 3.3% 100% True False 4,622
40 59.00 45.87 13.13 22.3% 1.67 2.8% 100% True False 3,953
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 64.06
2.618 62.12
1.618 60.93
1.000 60.19
0.618 59.74
HIGH 59.00
0.618 58.55
0.500 58.41
0.382 58.26
LOW 57.81
0.618 57.07
1.000 56.62
1.618 55.88
2.618 54.69
4.250 52.75
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 58.76 58.08
PP 58.58 57.21
S1 58.41 56.35

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

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