NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	51.03	50.19	-0.84	-1.6%	48.46
High	51.43	51.90	0.47	0.9%	51.43
Low	49.87	50.19	0.32	0.6%	46.50
Close	51.34	50.89	-0.45	-0.9%	51.34
Range	1.56	1.71	0.15	9.6%	4.93
ATR	2.03	2.01	-0.02	-1.1%	0.00
Volume	7,541	6,117	-1,424	-18.9%	26,635

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.12	55.22	51.83
R3	54.41	53.51	51.36
R2	52.70	52.70	51.20
R1	51.80	51.80	51.05	52.25
PP	50.99	50.99	50.99	51.22
S1	50.09	50.09	50.73	50.54
S2	49.28	49.28	50.58
S3	47.57	48.38	50.42
S4	45.86	46.67	49.95

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.55	62.87	54.05
R3	59.62	57.94	52.70
R2	54.69	54.69	52.24
R1	53.01	53.01	51.79	53.85
PP	49.76	49.76	49.76	50.18
S1	48.08	48.08	50.89	48.92
S2	44.83	44.83	50.44
S3	39.90	43.15	49.98
S4	34.97	38.22	48.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.90	46.50	5.40	10.6%	1.55	3.1%	81%	True	False	5,380
10	51.95	46.50	5.45	10.7%	1.62	3.2%	81%	False	False	5,679
20	55.40	45.06	10.34	20.3%	1.60	3.2%	56%	False	False	5,136
40	56.95	45.06	11.89	23.4%	1.43	2.8%	49%	False	False	4,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	59.17
2.618	56.38
1.618	54.67
1.000	53.61
0.618	52.96
HIGH	51.90
0.618	51.25
0.500	51.05
0.382	50.84
LOW	50.19
0.618	49.13
1.000	48.48
1.618	47.42
2.618	45.71
4.250	42.92

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	51.05	50.80
PP	50.99	50.71
S1	50.94	50.63

Download as Excel Spreadsheet

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

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