NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 51.60 49.76 -1.84 -3.6% 51.97
High 51.90 53.26 1.36 2.6% 52.30
Low 49.46 49.66 0.20 0.4% 48.00
Close 49.59 52.97 3.38 6.8% 52.12
Range 2.44 3.60 1.16 47.5% 4.30
ATR 2.48 2.56 0.09 3.4% 0.00
Volume 24,568 29,644 5,076 20.7% 108,558
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.76 61.47 54.95
R3 59.16 57.87 53.96
R2 55.56 55.56 53.63
R1 54.27 54.27 53.30 54.92
PP 51.96 51.96 51.96 52.29
S1 50.67 50.67 52.64 51.32
S2 48.36 48.36 52.31
S3 44.76 47.07 51.98
S4 41.16 43.47 50.99
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 49.46 4.16 7.9% 2.52 4.8% 84% False False 24,134
10 53.62 48.00 5.62 10.6% 2.57 4.8% 88% False False 23,692
20 54.26 46.14 8.12 15.3% 2.53 4.8% 84% False False 22,826
40 59.44 46.14 13.30 25.1% 2.44 4.6% 51% False False 21,255
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 0.33
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 68.56
2.618 62.68
1.618 59.08
1.000 56.86
0.618 55.48
HIGH 53.26
0.618 51.88
0.500 51.46
0.382 51.04
LOW 49.66
0.618 47.44
1.000 46.06
1.618 43.84
2.618 40.24
4.250 34.36
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 52.47 52.49
PP 51.96 52.02
S1 51.46 51.54

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

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