NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 55.26 57.25 1.99 3.6% 52.06
High 57.25 60.08 2.83 4.9% 53.74
Low 54.32 56.51 2.19 4.0% 49.46
Close 55.69 59.18 3.49 6.3% 52.30
Range 2.93 3.57 0.64 21.8% 4.28
ATR 2.64 2.76 0.13 4.7% 0.00
Volume 25,050 24,252 -798 -3.2% 120,832
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 69.30 67.81 61.14
R3 65.73 64.24 60.16
R2 62.16 62.16 59.83
R1 60.67 60.67 59.51 61.42
PP 58.59 58.59 58.59 58.96
S1 57.10 57.10 58.85 57.85
S2 55.02 55.02 58.53
S3 51.45 53.53 58.20
S4 47.88 49.96 57.22
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 60.08 50.50 9.58 16.2% 2.96 5.0% 91% True False 20,769
10 60.08 49.46 10.62 17.9% 2.74 4.6% 92% True False 22,451
20 60.08 47.19 12.89 21.8% 2.57 4.3% 93% True False 22,805
40 60.08 46.14 13.94 23.6% 2.48 4.2% 94% True False 21,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.25
2.618 69.43
1.618 65.86
1.000 63.65
0.618 62.29
HIGH 60.08
0.618 58.72
0.500 58.30
0.382 57.87
LOW 56.51
0.618 54.30
1.000 52.94
1.618 50.73
2.618 47.16
4.250 41.34
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 58.89 58.19
PP 58.59 57.20
S1 58.30 56.22

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

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