NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 55.32 55.44 0.12 0.2% 52.68
High 56.10 57.66 1.56 2.8% 53.90
Low 55.05 55.18 0.13 0.2% 50.10
Close 56.00 56.31 0.31 0.6% 52.82
Range 1.05 2.48 1.43 136.2% 3.80
ATR
Volume 829 3,379 2,550 307.6% 14,599
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.82 62.55 57.67
R3 61.34 60.07 56.99
R2 58.86 58.86 56.76
R1 57.59 57.59 56.54 58.23
PP 56.38 56.38 56.38 56.70
S1 55.11 55.11 56.08 55.75
S2 53.90 53.90 55.86
S3 51.42 52.63 55.63
S4 48.94 50.15 54.95
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.67 62.05 54.91
R3 59.87 58.25 53.87
R2 56.07 56.07 53.52
R1 54.45 54.45 53.17 55.26
PP 52.27 52.27 52.27 52.68
S1 50.65 50.65 52.47 51.46
S2 48.47 48.47 52.12
S3 44.67 46.85 51.78
S4 40.87 43.05 50.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.66 50.20 7.46 13.2% 2.04 3.6% 82% True False 2,586
10 57.66 50.10 7.56 13.4% 1.76 3.1% 82% True False 2,608
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.20
2.618 64.15
1.618 61.67
1.000 60.14
0.618 59.19
HIGH 57.66
0.618 56.71
0.500 56.42
0.382 56.13
LOW 55.18
0.618 53.65
1.000 52.70
1.618 51.17
2.618 48.69
4.250 44.64
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 56.42 55.78
PP 56.38 55.25
S1 56.35 54.72

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

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