NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 60.07 60.81 0.74 1.2% 60.00
High 61.75 61.25 -0.50 -0.8% 62.13
Low 60.07 59.21 -0.86 -1.4% 59.21
Close 61.52 60.17 -1.35 -2.2% 60.17
Range 1.68 2.04 0.36 21.4% 2.92
ATR 2.47 2.46 -0.01 -0.5% 0.00
Volume 29,146 13,664 -15,482 -53.1% 113,362
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.33 65.29 61.29
R3 64.29 63.25 60.73
R2 62.25 62.25 60.54
R1 61.21 61.21 60.36 60.71
PP 60.21 60.21 60.21 59.96
S1 59.17 59.17 59.98 58.67
S2 58.17 58.17 59.80
S3 56.13 57.13 59.61
S4 54.09 55.09 59.05
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 69.26 67.64 61.78
R3 66.34 64.72 60.97
R2 63.42 63.42 60.71
R1 61.80 61.80 60.44 62.61
PP 60.50 60.50 60.50 60.91
S1 58.88 58.88 59.90 59.69
S2 57.58 57.58 59.63
S3 54.66 55.96 59.37
S4 51.74 53.04 58.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.13 59.21 2.92 4.9% 1.85 3.1% 33% False True 22,672
10 62.13 50.50 11.63 19.3% 2.39 4.0% 83% False False 22,377
20 62.13 48.00 14.13 23.5% 2.46 4.1% 86% False False 22,658
40 62.13 46.14 15.99 26.6% 2.36 3.9% 88% False False 21,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.92
2.618 66.59
1.618 64.55
1.000 63.29
0.618 62.51
HIGH 61.25
0.618 60.47
0.500 60.23
0.382 59.99
LOW 59.21
0.618 57.95
1.000 57.17
1.618 55.91
2.618 53.87
4.250 50.54
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 60.23 60.48
PP 60.21 60.38
S1 60.19 60.27

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

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