NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 49.35 51.95 2.60 5.3% 50.19
High 52.01 52.73 0.72 1.4% 52.73
Low 49.19 50.97 1.78 3.6% 48.64
Close 52.01 51.21 -0.80 -1.5% 51.21
Range 2.82 1.76 -1.06 -37.6% 4.09
ATR 2.11 2.08 -0.02 -1.2% 0.00
Volume 6,944 4,376 -2,568 -37.0% 32,511
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.92 55.82 52.18
R3 55.16 54.06 51.69
R2 53.40 53.40 51.53
R1 52.30 52.30 51.37 51.97
PP 51.64 51.64 51.64 51.47
S1 50.54 50.54 51.05 50.21
S2 49.88 49.88 50.89
S3 48.12 48.78 50.73
S4 46.36 47.02 50.24
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.13 61.26 53.46
R3 59.04 57.17 52.33
R2 54.95 54.95 51.96
R1 53.08 53.08 51.58 54.02
PP 50.86 50.86 50.86 51.33
S1 48.99 48.99 50.84 49.93
S2 46.77 46.77 50.46
S3 42.68 44.90 50.09
S4 38.59 40.81 48.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.73 48.64 4.09 8.0% 1.92 3.7% 63% True False 6,502
10 52.73 46.50 6.23 12.2% 1.71 3.3% 76% True False 5,914
20 52.73 45.06 7.67 15.0% 1.71 3.3% 80% True False 5,697
40 56.95 45.06 11.89 23.2% 1.56 3.0% 52% False False 4,581
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.21
2.618 57.34
1.618 55.58
1.000 54.49
0.618 53.82
HIGH 52.73
0.618 52.06
0.500 51.85
0.382 51.64
LOW 50.97
0.618 49.88
1.000 49.21
1.618 48.12
2.618 46.36
4.250 43.49
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 51.85 51.04
PP 51.64 50.86
S1 51.42 50.69

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

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