NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 58.71 60.00 1.29 2.2% 51.47
High 59.90 62.13 2.23 3.7% 60.08
Low 58.31 59.66 1.35 2.3% 50.50
Close 59.74 62.08 2.34 3.9% 59.74
Range 1.59 2.47 0.88 55.3% 9.58
ATR 2.68 2.66 -0.01 -0.6% 0.00
Volume 27,341 23,235 -4,106 -15.0% 110,414
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 68.70 67.86 63.44
R3 66.23 65.39 62.76
R2 63.76 63.76 62.53
R1 62.92 62.92 62.31 63.34
PP 61.29 61.29 61.29 61.50
S1 60.45 60.45 61.85 60.87
S2 58.82 58.82 61.63
S3 56.35 57.98 61.40
S4 53.88 55.51 60.72
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 62.13 52.35 9.78 15.8% 2.81 4.5% 99% True False 23,636
10 62.13 49.46 12.67 20.4% 2.72 4.4% 100% True False 23,470
20 62.13 48.00 14.13 22.8% 2.55 4.1% 100% True False 22,968
40 62.13 46.14 15.99 25.8% 2.44 3.9% 100% True False 21,328
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.63
2.618 68.60
1.618 66.13
1.000 64.60
0.618 63.66
HIGH 62.13
0.618 61.19
0.500 60.90
0.382 60.60
LOW 59.66
0.618 58.13
1.000 57.19
1.618 55.66
2.618 53.19
4.250 49.16
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 61.69 61.16
PP 61.29 60.24
S1 60.90 59.32

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

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