NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 52.98 55.26 2.28 4.3% 52.06
High 55.86 57.25 1.39 2.5% 53.74
Low 52.35 54.32 1.97 3.8% 49.46
Close 55.48 55.69 0.21 0.4% 52.30
Range 3.51 2.93 -0.58 -16.5% 4.28
ATR 2.61 2.64 0.02 0.9% 0.00
Volume 18,303 25,050 6,747 36.9% 120,832
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.54 63.05 57.30
R3 61.61 60.12 56.50
R2 58.68 58.68 56.23
R1 57.19 57.19 55.96 57.94
PP 55.75 55.75 55.75 56.13
S1 54.26 54.26 55.42 55.01
S2 52.82 52.82 55.15
S3 49.89 51.33 54.88
S4 46.96 48.40 54.08
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 57.25 49.66 7.59 13.6% 2.97 5.3% 79% True False 21,848
10 57.25 49.46 7.79 14.0% 2.54 4.6% 80% True False 22,948
20 57.25 46.14 11.11 19.9% 2.57 4.6% 86% True False 22,763
40 57.54 46.14 11.40 20.5% 2.44 4.4% 84% False False 21,449
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 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.70
2.618 64.92
1.618 61.99
1.000 60.18
0.618 59.06
HIGH 57.25
0.618 56.13
0.500 55.79
0.382 55.44
LOW 54.32
0.618 52.51
1.000 51.39
1.618 49.58
2.618 46.65
4.250 41.87
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 55.79 55.09
PP 55.75 54.48
S1 55.72 53.88

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

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