NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 51.70 51.16 -0.54 -1.0% 51.97
High 51.76 52.24 0.48 0.9% 52.30
Low 50.26 50.70 0.44 0.9% 48.00
Close 50.92 52.12 1.20 2.4% 52.12
Range 1.50 1.54 0.04 2.7% 4.30
ATR 2.55 2.48 -0.07 -2.8% 0.00
Volume 29,218 20,613 -8,605 -29.5% 108,558
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.31 55.75 52.97
R3 54.77 54.21 52.54
R2 53.23 53.23 52.40
R1 52.67 52.67 52.26 52.95
PP 51.69 51.69 51.69 51.83
S1 51.13 51.13 51.98 51.41
S2 50.15 50.15 51.84
S3 48.61 49.59 51.70
S4 47.07 48.05 51.27
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.71 62.21 54.49
R3 59.41 57.91 53.30
R2 55.11 55.11 52.91
R1 53.61 53.61 52.51 54.36
PP 50.81 50.81 50.81 51.18
S1 49.31 49.31 51.73 50.06
S2 46.51 46.51 51.33
S3 42.21 45.01 50.94
S4 37.91 40.71 49.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.30 48.00 4.30 8.3% 2.51 4.8% 96% False False 21,711
10 53.35 47.81 5.54 10.6% 2.37 4.6% 78% False False 22,227
20 57.05 46.14 10.91 20.9% 2.45 4.7% 55% False False 21,815
40 59.50 46.14 13.36 25.6% 2.38 4.6% 45% False False 20,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.79
2.618 56.27
1.618 54.73
1.000 53.78
0.618 53.19
HIGH 52.24
0.618 51.65
0.500 51.47
0.382 51.29
LOW 50.70
0.618 49.75
1.000 49.16
1.618 48.21
2.618 46.67
4.250 44.16
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 51.90 51.58
PP 51.69 51.04
S1 51.47 50.50

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

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