NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 59.00 58.53 -0.47 -0.8% 59.12
High 59.11 58.53 -0.58 -1.0% 61.22
Low 58.55 55.92 -2.63 -4.5% 58.55
Close 59.35 56.13 -3.22 -5.4% 59.35
Range 0.56 2.61 2.05 366.1% 2.67
ATR 2.08 2.18 0.10 4.6% 0.00
Volume 3,489 4,778 1,289 36.9% 26,508
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.69 63.02 57.57
R3 62.08 60.41 56.85
R2 59.47 59.47 56.61
R1 57.80 57.80 56.37 57.33
PP 56.86 56.86 56.86 56.63
S1 55.19 55.19 55.89 54.72
S2 54.25 54.25 55.65
S3 51.64 52.58 55.41
S4 49.03 49.97 54.69
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 60.85 55.92 4.93 8.8% 1.24 2.2% 4% False True 5,156
10 61.22 52.40 8.82 15.7% 1.78 3.2% 42% False False 5,126
20 61.22 47.48 13.74 24.5% 1.79 3.2% 63% False False 4,630
40 61.22 45.87 15.35 27.3% 1.65 2.9% 67% False False 4,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 69.62
2.618 65.36
1.618 62.75
1.000 61.14
0.618 60.14
HIGH 58.53
0.618 57.53
0.500 57.23
0.382 56.92
LOW 55.92
0.618 54.31
1.000 53.31
1.618 51.70
2.618 49.09
4.250 44.83
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 57.23 58.39
PP 56.86 57.63
S1 56.50 56.88

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

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