NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 57.50 59.00 1.50 2.6% 48.78
High 59.41 59.10 -0.31 -0.5% 57.85
Low 57.25 58.19 0.94 1.6% 48.78
Close 59.36 59.05 -0.31 -0.5% 57.28
Range 2.16 0.91 -1.25 -57.9% 9.07
ATR 2.53 2.44 -0.10 -3.8% 0.00
Volume 7,672 8,078 406 5.3% 47,043
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.51 61.19 59.55
R3 60.60 60.28 59.30
R2 59.69 59.69 59.22
R1 59.37 59.37 59.13 59.53
PP 58.78 58.78 58.78 58.86
S1 58.46 58.46 58.97 58.62
S2 57.87 57.87 58.88
S3 56.96 57.55 58.80
S4 56.05 56.64 58.55
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 81.85 78.63 62.27
R3 72.78 69.56 59.77
R2 63.71 63.71 58.94
R1 60.49 60.49 58.11 62.10
PP 54.64 54.64 54.64 55.44
S1 51.42 51.42 56.45 53.03
S2 45.57 45.57 55.62
S3 36.50 42.35 54.79
S4 27.43 33.28 52.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.41 52.31 7.10 12.0% 1.90 3.2% 95% False False 9,632
10 59.41 47.85 11.56 19.6% 2.33 3.9% 97% False False 8,630
20 59.41 45.78 13.63 23.1% 2.46 4.2% 97% False False 9,292
40 59.41 44.19 15.22 25.8% 2.22 3.8% 98% False False 7,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 62.97
2.618 61.48
1.618 60.57
1.000 60.01
0.618 59.66
HIGH 59.10
0.618 58.75
0.500 58.65
0.382 58.54
LOW 58.19
0.618 57.63
1.000 57.28
1.618 56.72
2.618 55.81
4.250 54.32
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 58.92 58.60
PP 58.78 58.15
S1 58.65 57.70

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

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