NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	50.59	50.43	-0.16	-0.3%	49.88
High	52.21	50.43	-1.78	-3.4%	51.02
Low	50.12	47.85	-2.27	-4.5%	45.78
Close	50.40	48.02	-2.38	-4.7%	50.88
Range	2.09	2.58	0.49	23.4%	5.24
ATR	2.41	2.43	0.01	0.5%	0.00
Volume	12,542	9,008	-3,534	-28.2%	48,837

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.51	54.84	49.44
R3	53.93	52.26	48.73
R2	51.35	51.35	48.49
R1	49.68	49.68	48.26	49.23
PP	48.77	48.77	48.77	48.54
S1	47.10	47.10	47.78	46.65
S2	46.19	46.19	47.55
S3	43.61	44.52	47.31
S4	41.03	41.94	46.60

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	47.85	4.36	9.1%	2.15	4.5%	4%	False	True	11,144
10	52.21	45.78	6.43	13.4%	2.59	5.4%	35%	False	False	9,877
20	52.41	44.19	8.22	17.1%	2.37	4.9%	47%	False	False	8,489
40	57.15	44.19	12.96	27.0%	2.17	4.5%	30%	False	False	6,365

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	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.40
2.618	57.18
1.618	54.60
1.000	53.01
0.618	52.02
HIGH	50.43
0.618	49.44
0.500	49.14
0.382	48.84
LOW	47.85
0.618	46.26
1.000	45.27
1.618	43.68
2.618	41.10
4.250	36.89

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	49.14	50.03
PP	48.77	49.36
S1	48.39	48.69

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