NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 52.06 51.71 -0.35 -0.7% 51.97
High 53.00 53.62 0.62 1.2% 52.30
Low 50.23 51.36 1.13 2.2% 48.00
Close 51.68 51.78 0.10 0.2% 52.12
Range 2.77 2.26 -0.51 -18.4% 4.30
ATR 2.50 2.48 -0.02 -0.7% 0.00
Volume 19,776 26,069 6,293 31.8% 108,558
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.03 57.67 53.02
R3 56.77 55.41 52.40
R2 54.51 54.51 52.19
R1 53.15 53.15 51.99 53.83
PP 52.25 52.25 52.25 52.60
S1 50.89 50.89 51.57 51.57
S2 49.99 49.99 51.37
S3 47.73 48.63 51.16
S4 45.47 46.37 50.54
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 53.62 48.76 4.86 9.4% 2.27 4.4% 62% True False 23,180
10 53.62 48.00 5.62 10.9% 2.44 4.7% 67% True False 23,248
20 56.88 46.14 10.74 20.7% 2.46 4.7% 53% False False 21,805
40 59.44 46.14 13.30 25.7% 2.40 4.6% 42% False False 20,602
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.23
2.618 59.54
1.618 57.28
1.000 55.88
0.618 55.02
HIGH 53.62
0.618 52.76
0.500 52.49
0.382 52.22
LOW 51.36
0.618 49.96
1.000 49.10
1.618 47.70
2.618 45.44
4.250 41.76
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 52.49 51.93
PP 52.25 51.88
S1 52.02 51.83

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

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