NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 49.76 52.56 2.80 5.6% 52.06
High 53.26 53.74 0.48 0.9% 53.74
Low 49.66 51.99 2.33 4.7% 49.46
Close 52.97 52.30 -0.67 -1.3% 52.30
Range 3.60 1.75 -1.85 -51.4% 4.28
ATR 2.56 2.51 -0.06 -2.3% 0.00
Volume 29,644 20,775 -8,869 -29.9% 120,832
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.93 56.86 53.26
R3 56.18 55.11 52.78
R2 54.43 54.43 52.62
R1 53.36 53.36 52.46 53.02
PP 52.68 52.68 52.68 52.51
S1 51.61 51.61 52.14 51.27
S2 50.93 50.93 51.98
S3 49.18 49.86 51.82
S4 47.43 48.11 51.34
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.67 62.77 54.65
R3 60.39 58.49 53.48
R2 56.11 56.11 53.08
R1 54.21 54.21 52.69 55.16
PP 51.83 51.83 51.83 52.31
S1 49.93 49.93 51.91 50.88
S2 47.55 47.55 51.52
S3 43.27 45.65 51.12
S4 38.99 41.37 49.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.74 49.46 4.28 8.2% 2.56 4.9% 66% True False 24,166
10 53.74 48.00 5.74 11.0% 2.54 4.8% 75% True False 22,939
20 54.00 46.14 7.86 15.0% 2.56 4.9% 78% False False 22,804
40 59.44 46.14 13.30 25.4% 2.42 4.6% 46% False False 21,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 61.18
2.618 58.32
1.618 56.57
1.000 55.49
0.618 54.82
HIGH 53.74
0.618 53.07
0.500 52.87
0.382 52.66
LOW 51.99
0.618 50.91
1.000 50.24
1.618 49.16
2.618 47.41
4.250 44.55
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 52.87 52.07
PP 52.68 51.83
S1 52.49 51.60

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

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