NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	59.00	57.31	-1.69	-2.9%	48.78
High	59.10	58.68	-0.42	-0.7%	57.85
Low	58.19	56.98	-1.21	-2.1%	48.78
Close	59.05	57.47	-1.58	-2.7%	57.28
Range	0.91	1.70	0.79	86.8%	9.07
ATR	2.44	2.41	-0.03	-1.1%	0.00
Volume	8,078	10,190	2,112	26.1%	47,043

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.81	61.84	58.41
R3	61.11	60.14	57.94
R2	59.41	59.41	57.78
R1	58.44	58.44	57.63	58.93
PP	57.71	57.71	57.71	57.95
S1	56.74	56.74	57.31	57.23
S2	56.01	56.01	57.16
S3	54.31	55.04	57.00
S4	52.61	53.34	56.54

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	55.50	3.91	6.8%	1.70	3.0%	50%	False	False	9,151
10	59.41	47.99	11.42	19.9%	2.24	3.9%	83%	False	False	8,748
20	59.41	45.78	13.63	23.7%	2.41	4.2%	86%	False	False	9,313
40	59.41	44.19	15.22	26.5%	2.18	3.8%	87%	False	False	7,441

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.91
2.618	63.13
1.618	61.43
1.000	60.38
0.618	59.73
HIGH	58.68
0.618	58.03
0.500	57.83
0.382	57.63
LOW	56.98
0.618	55.93
1.000	55.28
1.618	54.23
2.618	52.53
4.250	49.76

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	57.83	58.20
PP	57.71	57.95
S1	57.59	57.71

Download as Excel Spreadsheet

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

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