NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 52.56 51.47 -1.09 -2.1% 52.06
High 53.74 53.56 -0.18 -0.3% 53.74
Low 51.99 50.50 -1.49 -2.9% 49.46
Close 52.30 53.18 0.88 1.7% 52.30
Range 1.75 3.06 1.31 74.9% 4.28
ATR 2.51 2.55 0.04 1.6% 0.00
Volume 20,775 15,468 -5,307 -25.5% 120,832
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.59 60.45 54.86
R3 58.53 57.39 54.02
R2 55.47 55.47 53.74
R1 54.33 54.33 53.46 54.90
PP 52.41 52.41 52.41 52.70
S1 51.27 51.27 52.90 51.84
S2 49.35 49.35 52.62
S3 46.29 48.21 52.34
S4 43.23 45.15 51.50
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 8.0% 2.62 4.9% 87% False False 23,304
10 53.74 48.00 5.74 10.8% 2.43 4.6% 90% False False 22,453
20 53.74 46.14 7.60 14.3% 2.61 4.9% 93% False False 22,567
40 59.10 46.14 12.96 24.4% 2.42 4.5% 54% False False 21,249
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.57
2.618 61.57
1.618 58.51
1.000 56.62
0.618 55.45
HIGH 53.56
0.618 52.39
0.500 52.03
0.382 51.67
LOW 50.50
0.618 48.61
1.000 47.44
1.618 45.55
2.618 42.49
4.250 37.50
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 52.80 52.69
PP 52.41 52.19
S1 52.03 51.70

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

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