NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 60.85 59.00 -1.85 -3.0% 59.12
High 60.85 59.11 -1.74 -2.9% 61.22
Low 59.96 58.55 -1.41 -2.4% 58.55
Close 60.70 59.35 -1.35 -2.2% 59.35
Range 0.89 0.56 -0.33 -37.1% 2.67
ATR 2.08 2.08 0.01 0.2% 0.00
Volume 3,576 3,489 -87 -2.4% 26,508
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.68 60.58 59.66
R3 60.12 60.02 59.50
R2 59.56 59.56 59.45
R1 59.46 59.46 59.40 59.51
PP 59.00 59.00 59.00 59.03
S1 58.90 58.90 59.30 58.95
S2 58.44 58.44 59.25
S3 57.88 58.34 59.20
S4 57.32 57.78 59.04
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 67.72 66.20 60.82
R3 65.05 63.53 60.08
R2 62.38 62.38 59.84
R1 60.86 60.86 59.59 61.62
PP 59.71 59.71 59.71 60.09
S1 58.19 58.19 59.11 58.95
S2 57.04 57.04 58.86
S3 54.37 55.52 58.62
S4 51.70 52.85 57.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.22 58.55 2.67 4.5% 1.14 1.9% 30% False True 5,301
10 61.22 50.25 10.97 18.5% 1.78 3.0% 83% False False 4,884
20 61.22 47.48 13.74 23.2% 1.73 2.9% 86% False False 4,630
40 61.22 45.87 15.35 25.9% 1.62 2.7% 88% False False 4,157
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 61.49
2.618 60.58
1.618 60.02
1.000 59.67
0.618 59.46
HIGH 59.11
0.618 58.90
0.500 58.83
0.382 58.76
LOW 58.55
0.618 58.20
1.000 57.99
1.618 57.64
2.618 57.08
4.250 56.17
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 59.18 59.70
PP 59.00 59.58
S1 58.83 59.47

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

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