NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	50.25	49.89	-0.36	-0.7%	49.88
High	50.25	51.02	0.77	1.5%	51.02
Low	48.59	49.23	0.64	1.3%	45.78
Close	49.28	50.88	1.60	3.2%	50.88
Range	1.66	1.79	0.13	7.8%	5.24
ATR	2.47	2.43	-0.05	-2.0%	0.00
Volume	10,235	14,145	3,910	38.2%	48,837

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.75	55.10	51.86
R3	53.96	53.31	51.37
R2	52.17	52.17	51.21
R1	51.52	51.52	51.04	51.85
PP	50.38	50.38	50.38	50.54
S1	49.73	49.73	50.72	50.06
S2	48.59	48.59	50.55
S3	46.80	47.94	50.39
S4	45.01	46.15	49.90

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.95	63.15	53.76
R3	59.71	57.91	52.32
R2	54.47	54.47	51.84
R1	52.67	52.67	51.36	53.57
PP	49.23	49.23	49.23	49.68
S1	47.43	47.43	50.40	48.33
S2	43.99	43.99	49.92
S3	38.75	42.19	49.44
S4	33.51	36.95	48.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.02	45.78	5.24	10.3%	2.75	5.4%	97%	True	False	9,767
10	51.29	45.32	5.97	11.7%	2.51	4.9%	93%	False	False	9,114
20	54.95	44.19	10.76	21.1%	2.40	4.7%	62%	False	False	7,676
40	57.15	44.19	12.96	25.5%	2.09	4.1%	52%	False	False	5,841

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.63
2.618	55.71
1.618	53.92
1.000	52.81
0.618	52.13
HIGH	51.02
0.618	50.34
0.500	50.13
0.382	49.91
LOW	49.23
0.618	48.12
1.000	47.44
1.618	46.33
2.618	44.54
4.250	41.62

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	50.63	50.30
PP	50.38	49.72
S1	50.13	49.14

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