NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 58.53 56.74 -1.79 -3.1% 59.12
High 58.53 56.95 -1.58 -2.7% 61.22
Low 55.92 55.16 -0.76 -1.4% 58.55
Close 56.13 56.79 0.66 1.2% 59.35
Range 2.61 1.79 -0.82 -31.4% 2.67
ATR 2.18 2.15 -0.03 -1.3% 0.00
Volume 4,778 4,564 -214 -4.5% 26,508
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.67 61.02 57.77
R3 59.88 59.23 57.28
R2 58.09 58.09 57.12
R1 57.44 57.44 56.95 57.77
PP 56.30 56.30 56.30 56.46
S1 55.65 55.65 56.63 55.98
S2 54.51 54.51 56.46
S3 52.72 53.86 56.30
S4 50.93 52.07 55.81
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 55.16 5.69 10.0% 1.42 2.5% 29% False True 4,885
10 61.22 53.70 7.52 13.2% 1.68 3.0% 41% False False 5,240
20 61.22 49.00 12.22 21.5% 1.80 3.2% 64% False False 4,710
40 61.22 45.87 15.35 27.0% 1.68 3.0% 71% False False 4,265
60 63.22 45.87 17.35 30.6% 1.58 2.8% 63% False False 3,865
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.56
2.618 61.64
1.618 59.85
1.000 58.74
0.618 58.06
HIGH 56.95
0.618 56.27
0.500 56.06
0.382 55.84
LOW 55.16
0.618 54.05
1.000 53.37
1.618 52.26
2.618 50.47
4.250 47.55
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 56.55 57.14
PP 56.30 57.02
S1 56.06 56.91

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

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