NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	51.07	48.78	-2.29	-4.5%	51.21
High	51.97	51.61	-0.36	-0.7%	52.21
Low	50.35	48.78	-1.57	-3.1%	47.85
Close	50.63	51.38	0.75	1.5%	50.63
Range	1.62	2.83	1.21	74.7%	4.36
ATR	2.45	2.47	0.03	1.1%	0.00
Volume	6,118	6,161	43	0.7%	45,849

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.08	58.06	52.94
R3	56.25	55.23	52.16
R2	53.42	53.42	51.90
R1	52.40	52.40	51.64	52.91
PP	50.59	50.59	50.59	50.85
S1	49.57	49.57	51.12	50.08
S2	47.76	47.76	50.86
S3	44.93	46.74	50.60
S4	42.10	43.91	49.82

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.31	61.33	53.03
R3	58.95	56.97	51.83
R2	54.59	54.59	51.43
R1	52.61	52.61	51.03	51.42
PP	50.23	50.23	50.23	49.64
S1	48.25	48.25	50.23	47.06
S2	45.87	45.87	49.83
S3	41.51	43.89	49.43
S4	37.15	39.53	48.23

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	8.5%	2.55	5.0%	81%	False	False	8,443
10	52.21	45.78	6.43	12.5%	2.43	4.7%	87%	False	False	9,271
20	52.21	44.19	8.02	15.6%	2.55	5.0%	90%	False	False	8,654
40	56.04	44.19	11.85	23.1%	2.20	4.3%	61%	False	False	6,599

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.64
2.618	59.02
1.618	56.19
1.000	54.44
0.618	53.36
HIGH	51.61
0.618	50.53
0.500	50.20
0.382	49.86
LOW	48.78
0.618	47.03
1.000	45.95
1.618	44.20
2.618	41.37
4.250	36.75

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	50.99	50.91
PP	50.59	50.45
S1	50.20	49.98

Download as Excel Spreadsheet

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

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