NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 51.21 50.59 -0.62 -1.2% 49.88
High 51.82 52.21 0.39 0.8% 51.02
Low 49.20 50.12 0.92 1.9% 45.78
Close 50.50 50.40 -0.10 -0.2% 50.88
Range 2.62 2.09 -0.53 -20.2% 5.24
ATR 2.44 2.41 -0.02 -1.0% 0.00
Volume 9,794 12,542 2,748 28.1% 48,837
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.18 55.88 51.55
R3 55.09 53.79 50.97
R2 53.00 53.00 50.78
R1 51.70 51.70 50.59 51.31
PP 50.91 50.91 50.91 50.71
S1 49.61 49.61 50.21 49.22
S2 48.82 48.82 50.02
S3 46.73 47.52 49.83
S4 44.64 45.43 49.25
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 52.21 47.25 4.96 9.8% 2.28 4.5% 64% True False 11,385
10 52.21 45.78 6.43 12.8% 2.60 5.2% 72% True False 9,955
20 54.84 44.19 10.65 21.1% 2.41 4.8% 58% False False 8,331
40 57.15 44.19 12.96 25.7% 2.13 4.2% 48% False False 6,213
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.09
2.618 57.68
1.618 55.59
1.000 54.30
0.618 53.50
HIGH 52.21
0.618 51.41
0.500 51.17
0.382 50.92
LOW 50.12
0.618 48.83
1.000 48.03
1.618 46.74
2.618 44.65
4.250 41.24
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 51.17 50.71
PP 50.91 50.60
S1 50.66 50.50

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

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