NYMEX Light Sweet Crude Oil Future January 2010


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 60.80 62.02 1.22 2.0% 52.22
High 62.39 62.42 0.03 0.0% 60.40
Low 60.80 61.60 0.80 1.3% 51.78
Close 62.84 62.42 -0.42 -0.7% 60.45
Range 1.59 0.82 -0.77 -48.4% 8.62
ATR 2.00 1.94 -0.05 -2.7% 0.00
Volume 1,643 1,947 304 18.5% 10,240
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.61 64.33 62.87
R3 63.79 63.51 62.65
R2 62.97 62.97 62.57
R1 62.69 62.69 62.50 62.83
PP 62.15 62.15 62.15 62.22
S1 61.87 61.87 62.34 62.01
S2 61.33 61.33 62.27
S3 60.51 61.05 62.19
S4 59.69 60.23 61.97
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 83.40 80.55 65.19
R3 74.78 71.93 62.82
R2 66.16 66.16 62.03
R1 63.31 63.31 61.24 64.74
PP 57.54 57.54 57.54 58.26
S1 54.69 54.69 59.66 56.12
S2 48.92 48.92 58.87
S3 40.30 46.07 58.08
S4 31.68 37.45 55.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.42 55.18 7.24 11.6% 1.32 2.1% 100% True False 2,200
10 62.42 50.10 12.32 19.7% 1.60 2.6% 100% True False 2,416
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.91
2.618 64.57
1.618 63.75
1.000 63.24
0.618 62.93
HIGH 62.42
0.618 62.11
0.500 62.01
0.382 61.91
LOW 61.60
0.618 61.09
1.000 60.78
1.618 60.27
2.618 59.45
4.250 58.12
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 62.28 61.90
PP 62.15 61.38
S1 62.01 60.86

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

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