NYMEX Light Sweet Crude Oil Future January 2010


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 61.47 61.51 0.04 0.1% 60.80
High 62.24 61.51 -0.73 -1.2% 62.42
Low 61.47 60.02 -1.45 -2.4% 60.02
Close 62.23 60.89 -1.34 -2.2% 60.89
Range 0.77 1.49 0.72 93.5% 2.40
ATR 1.90 1.93 0.02 1.1% 0.00
Volume 1,934 1,215 -719 -37.2% 8,842
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.28 64.57 61.71
R3 63.79 63.08 61.30
R2 62.30 62.30 61.16
R1 61.59 61.59 61.03 61.20
PP 60.81 60.81 60.81 60.61
S1 60.10 60.10 60.75 59.71
S2 59.32 59.32 60.62
S3 57.83 58.61 60.48
S4 56.34 57.12 60.07
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 68.31 67.00 62.21
R3 65.91 64.60 61.55
R2 63.51 63.51 61.33
R1 62.20 62.20 61.11 62.86
PP 61.11 61.11 61.11 61.44
S1 59.80 59.80 60.67 60.46
S2 58.71 58.71 60.45
S3 56.31 57.40 60.23
S4 53.91 55.00 59.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.42 60.02 2.40 3.9% 1.19 2.0% 36% False True 1,768
10 62.42 51.78 10.64 17.5% 1.34 2.2% 86% False False 1,908
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.84
2.618 65.41
1.618 63.92
1.000 63.00
0.618 62.43
HIGH 61.51
0.618 60.94
0.500 60.77
0.382 60.59
LOW 60.02
0.618 59.10
1.000 58.53
1.618 57.61
2.618 56.12
4.250 53.69
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 60.85 61.13
PP 60.81 61.05
S1 60.77 60.97

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

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