NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	53.83	53.73	-0.10	-0.2%	46.38
High	54.20	54.18	-0.02	0.0%	52.98
Low	52.45	51.86	-0.59	-1.1%	44.72
Close	53.98	52.77	-1.21	-2.2%	52.07
Range	1.75	2.32	0.57	32.6%	8.26
ATR	2.90	2.86	-0.04	-1.4%	0.00
Volume	229,889	212,789	-17,100	-7.4%	943,857

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.90	58.65	54.05
R3	57.58	56.33	53.41
R2	55.26	55.26	53.20
R1	54.01	54.01	52.98	53.48
PP	52.94	52.94	52.94	52.67
S1	51.69	51.69	52.56	51.16
S2	50.62	50.62	52.34
S3	48.30	49.37	52.13
S4	45.98	47.05	51.49

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.70	71.65	56.61
R3	66.44	63.39	54.34
R2	58.18	58.18	53.58
R1	55.13	55.13	52.83	56.66
PP	49.92	49.92	49.92	50.69
S1	46.87	46.87	51.31	48.40
S2	41.66	41.66	50.56
S3	33.40	38.61	49.80
S4	25.14	30.35	47.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.20	49.55	4.65	8.8%	2.33	4.4%	69%	False	False	222,562
10	54.20	43.88	10.32	19.6%	2.87	5.4%	86%	False	False	197,449
20	54.20	41.75	12.45	23.6%	2.98	5.6%	89%	False	False	166,005
40	54.20	39.42	14.78	28.0%	2.75	5.2%	90%	False	False	114,453
60	58.31	39.42	18.89	35.8%	2.98	5.7%	71%	False	False	84,028
80	59.89	39.42	20.47	38.8%	3.01	5.7%	65%	False	False	65,951
100	75.10	39.42	35.68	67.6%	3.14	5.9%	37%	False	False	54,214
120	95.08	39.42	55.66	105.5%	3.04	5.8%	24%	False	False	45,786

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.04
2.618	60.25
1.618	57.93
1.000	56.50
0.618	55.61
HIGH	54.18
0.618	53.29
0.500	53.02
0.382	52.75
LOW	51.86
0.618	50.43
1.000	49.54
1.618	48.11
2.618	45.79
4.250	42.00

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	53.02	52.91
PP	52.94	52.86
S1	52.85	52.82

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols