NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 61.40 60.07 -1.33 -2.2% 51.47
High 61.40 61.75 0.35 0.6% 60.08
Low 59.59 60.07 0.48 0.8% 50.50
Close 60.13 61.52 1.39 2.3% 59.74
Range 1.81 1.68 -0.13 -7.2% 9.58
ATR 2.53 2.47 -0.06 -2.4% 0.00
Volume 25,186 29,146 3,960 15.7% 110,414
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.15 65.52 62.44
R3 64.47 63.84 61.98
R2 62.79 62.79 61.83
R1 62.16 62.16 61.67 62.48
PP 61.11 61.11 61.11 61.27
S1 60.48 60.48 61.37 60.80
S2 59.43 59.43 61.21
S3 57.75 58.80 61.06
S4 56.07 57.12 60.60
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 58.31 3.82 6.2% 1.76 2.9% 84% False False 25,407
10 62.13 50.50 11.63 18.9% 2.36 3.8% 95% False False 23,088
20 62.13 48.00 14.13 23.0% 2.46 4.0% 96% False False 23,390
40 62.13 46.14 15.99 26.0% 2.35 3.8% 96% False False 21,617
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.89
2.618 66.15
1.618 64.47
1.000 63.43
0.618 62.79
HIGH 61.75
0.618 61.11
0.500 60.91
0.382 60.71
LOW 60.07
0.618 59.03
1.000 58.39
1.618 57.35
2.618 55.67
4.250 52.93
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 61.32 61.29
PP 61.11 61.06
S1 60.91 60.84

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

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