NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 60.00 62.08 2.08 3.5% 51.47
High 62.13 62.08 -0.05 -0.1% 60.08
Low 59.66 60.81 1.15 1.9% 50.50
Close 62.08 61.68 -0.40 -0.6% 59.74
Range 2.47 1.27 -1.20 -48.6% 9.58
ATR 2.66 2.56 -0.10 -3.7% 0.00
Volume 23,235 22,131 -1,104 -4.8% 110,414
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.33 64.78 62.38
R3 64.06 63.51 62.03
R2 62.79 62.79 61.91
R1 62.24 62.24 61.80 61.88
PP 61.52 61.52 61.52 61.35
S1 60.97 60.97 61.56 60.61
S2 60.25 60.25 61.45
S3 58.98 59.70 61.33
S4 57.71 58.43 60.98
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 54.32 7.81 12.7% 2.37 3.8% 94% False False 24,401
10 62.13 49.46 12.67 20.5% 2.62 4.2% 96% False False 23,076
20 62.13 48.00 14.13 22.9% 2.53 4.1% 97% False False 23,162
40 62.13 46.14 15.99 25.9% 2.40 3.9% 97% False False 21,369
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 0.50
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 67.48
2.618 65.40
1.618 64.13
1.000 63.35
0.618 62.86
HIGH 62.08
0.618 61.59
0.500 61.45
0.382 61.30
LOW 60.81
0.618 60.03
1.000 59.54
1.618 58.76
2.618 57.49
4.250 55.41
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 61.60 61.19
PP 61.52 60.71
S1 61.45 60.22

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

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