NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 57.25 58.71 1.46 2.6% 51.47
High 60.08 59.90 -0.18 -0.3% 60.08
Low 56.51 58.31 1.80 3.2% 50.50
Close 59.18 59.74 0.56 0.9% 59.74
Range 3.57 1.59 -1.98 -55.5% 9.58
ATR 2.76 2.68 -0.08 -3.0% 0.00
Volume 24,252 27,341 3,089 12.7% 110,414
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.09 63.50 60.61
R3 62.50 61.91 60.18
R2 60.91 60.91 60.03
R1 60.32 60.32 59.89 60.62
PP 59.32 59.32 59.32 59.46
S1 58.73 58.73 59.59 59.03
S2 57.73 57.73 59.45
S3 56.14 57.14 59.30
S4 54.55 55.55 58.87
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 85.51 82.21 65.01
R3 75.93 72.63 62.37
R2 66.35 66.35 61.50
R1 63.05 63.05 60.62 64.70
PP 56.77 56.77 56.77 57.60
S1 53.47 53.47 58.86 55.12
S2 47.19 47.19 57.98
S3 37.61 43.89 57.11
S4 28.03 34.31 54.47
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 16.0% 2.93 4.9% 96% False False 22,082
10 60.08 49.46 10.62 17.8% 2.75 4.6% 97% False False 23,124
20 60.08 47.81 12.27 20.5% 2.56 4.3% 97% False False 22,676
40 60.08 46.14 13.94 23.3% 2.47 4.1% 98% False False 21,537
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 66.66
2.618 64.06
1.618 62.47
1.000 61.49
0.618 60.88
HIGH 59.90
0.618 59.29
0.500 59.11
0.382 58.92
LOW 58.31
0.618 57.33
1.000 56.72
1.618 55.74
2.618 54.15
4.250 51.55
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 59.53 58.89
PP 59.32 58.05
S1 59.11 57.20

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

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