NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 51.16 52.06 0.90 1.8% 51.97
High 52.24 53.00 0.76 1.5% 52.30
Low 50.70 50.23 -0.47 -0.9% 48.00
Close 52.12 51.68 -0.44 -0.8% 52.12
Range 1.54 2.77 1.23 79.9% 4.30
ATR 2.48 2.50 0.02 0.8% 0.00
Volume 20,613 19,776 -837 -4.1% 108,558
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.95 58.58 53.20
R3 57.18 55.81 52.44
R2 54.41 54.41 52.19
R1 53.04 53.04 51.93 52.34
PP 51.64 51.64 51.64 51.29
S1 50.27 50.27 51.43 49.57
S2 48.87 48.87 51.17
S3 46.10 47.50 50.92
S4 43.33 44.73 50.16
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 53.00 48.00 5.00 9.7% 2.24 4.3% 74% True False 21,601
10 53.35 48.00 5.35 10.4% 2.38 4.6% 69% False False 22,466
20 57.05 46.14 10.91 21.1% 2.45 4.7% 51% False False 21,837
40 59.44 46.14 13.30 25.7% 2.39 4.6% 42% False False 20,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.77
2.618 60.25
1.618 57.48
1.000 55.77
0.618 54.71
HIGH 53.00
0.618 51.94
0.500 51.62
0.382 51.29
LOW 50.23
0.618 48.52
1.000 47.46
1.618 45.75
2.618 42.98
4.250 38.46
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 51.66 51.66
PP 51.64 51.64
S1 51.62 51.62

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

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