NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 58.17 56.42 -1.75 -3.0% 57.50
High 58.17 56.42 -1.75 -3.0% 59.41
Low 56.68 53.91 -2.77 -4.9% 56.68
Close 57.65 54.15 -3.50 -6.1% 57.65
Range 1.49 2.51 1.02 68.5% 2.73
ATR 2.34 2.44 0.10 4.3% 0.00
Volume 5,849 5,638 -211 -3.6% 38,156
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.36 60.76 55.53
R3 59.85 58.25 54.84
R2 57.34 57.34 54.61
R1 55.74 55.74 54.38 55.29
PP 54.83 54.83 54.83 54.60
S1 53.23 53.23 53.92 52.78
S2 52.32 52.32 53.69
S3 49.81 50.72 53.46
S4 47.30 48.21 52.77
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.10 64.61 59.15
R3 63.37 61.88 58.40
R2 60.64 60.64 58.15
R1 59.15 59.15 57.90 59.90
PP 57.91 57.91 57.91 58.29
S1 56.42 56.42 57.40 57.17
S2 55.18 55.18 57.15
S3 52.45 53.69 56.90
S4 49.72 50.96 56.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.10 53.91 5.19 9.6% 1.57 2.9% 5% False True 7,224
10 59.41 50.94 8.47 15.6% 1.96 3.6% 38% False False 8,467
20 59.41 45.78 13.63 25.2% 2.20 4.1% 61% False False 8,869
40 59.41 44.19 15.22 28.1% 2.20 4.1% 65% False False 7,599
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 67.09
2.618 62.99
1.618 60.48
1.000 58.93
0.618 57.97
HIGH 56.42
0.618 55.46
0.500 55.17
0.382 54.87
LOW 53.91
0.618 52.36
1.000 51.40
1.618 49.85
2.618 47.34
4.250 43.24
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 55.17 56.46
PP 54.83 55.69
S1 54.49 54.92

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

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