NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 59.30 60.85 1.55 2.6% 50.25
High 60.09 60.85 0.76 1.3% 59.00
Low 58.82 59.96 1.14 1.9% 50.25
Close 59.27 60.70 1.43 2.4% 58.94
Range 1.27 0.89 -0.38 -29.9% 8.75
ATR 2.12 2.08 -0.04 -1.8% 0.00
Volume 8,020 3,576 -4,444 -55.4% 22,333
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.17 62.83 61.19
R3 62.28 61.94 60.94
R2 61.39 61.39 60.86
R1 61.05 61.05 60.78 60.78
PP 60.50 60.50 60.50 60.37
S1 60.16 60.16 60.62 59.89
S2 59.61 59.61 60.54
S3 58.72 59.27 60.46
S4 57.83 58.38 60.21
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 61.22 57.81 3.41 5.6% 1.26 2.1% 85% False False 5,599
10 61.22 50.25 10.97 18.1% 1.84 3.0% 95% False False 4,847
20 61.22 47.48 13.74 22.6% 1.78 2.9% 96% False False 4,779
40 61.22 45.87 15.35 25.3% 1.62 2.7% 97% False False 4,122
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.63
2.618 63.18
1.618 62.29
1.000 61.74
0.618 61.40
HIGH 60.85
0.618 60.51
0.500 60.41
0.382 60.30
LOW 59.96
0.618 59.41
1.000 59.07
1.618 58.52
2.618 57.63
4.250 56.18
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 60.60 60.41
PP 60.50 60.12
S1 60.41 59.84

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

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