NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 58.91 57.48 -1.43 -2.4% 60.80
High 58.98 58.51 -0.47 -0.8% 62.42
Low 57.74 56.72 -1.02 -1.8% 60.02
Close 57.83 58.51 0.68 1.2% 60.89
Range 1.24 1.79 0.55 44.4% 2.40
ATR 2.01 2.00 -0.02 -0.8% 0.00
Volume 1,829 1,205 -624 -34.1% 8,842
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.28 62.69 59.49
R3 61.49 60.90 59.00
R2 59.70 59.70 58.84
R1 59.11 59.11 58.67 59.41
PP 57.91 57.91 57.91 58.06
S1 57.32 57.32 58.35 57.62
S2 56.12 56.12 58.18
S3 54.33 55.53 58.02
S4 52.54 53.74 57.53
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 62.24 56.72 5.52 9.4% 1.31 2.2% 32% False True 1,657
10 62.42 55.18 7.24 12.4% 1.32 2.3% 46% False False 1,928
20 62.42 50.10 12.32 21.1% 1.45 2.5% 68% False False 2,147
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 0.23
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 66.12
2.618 63.20
1.618 61.41
1.000 60.30
0.618 59.62
HIGH 58.51
0.618 57.83
0.500 57.62
0.382 57.40
LOW 56.72
0.618 55.61
1.000 54.93
1.618 53.82
2.618 52.03
4.250 49.11
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 58.21 59.12
PP 57.91 58.91
S1 57.62 58.71

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

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