NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 60.81 59.22 -1.59 -2.6% 60.00
High 61.25 59.58 -1.67 -2.7% 62.13
Low 59.21 56.74 -2.47 -4.2% 59.21
Close 60.17 57.05 -3.12 -5.2% 60.17
Range 2.04 2.84 0.80 39.2% 2.92
ATR 2.46 2.53 0.07 2.8% 0.00
Volume 13,664 14,987 1,323 9.7% 113,362
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.31 64.52 58.61
R3 63.47 61.68 57.83
R2 60.63 60.63 57.57
R1 58.84 58.84 57.31 58.32
PP 57.79 57.79 57.79 57.53
S1 56.00 56.00 56.79 55.48
S2 54.95 54.95 56.53
S3 52.11 53.16 56.27
S4 49.27 50.32 55.49
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 62.08 56.74 5.34 9.4% 1.93 3.4% 6% False True 21,022
10 62.13 52.35 9.78 17.1% 2.37 4.2% 48% False False 22,329
20 62.13 48.00 14.13 24.8% 2.40 4.2% 64% False False 22,391
40 62.13 46.14 15.99 28.0% 2.39 4.2% 68% False False 21,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.65
2.618 67.02
1.618 64.18
1.000 62.42
0.618 61.34
HIGH 59.58
0.618 58.50
0.500 58.16
0.382 57.82
LOW 56.74
0.618 54.98
1.000 53.90
1.618 52.14
2.618 49.30
4.250 44.67
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 58.16 59.25
PP 57.79 58.51
S1 57.42 57.78

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

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