NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	49.73	52.34	2.61	5.2%	50.19
High	52.20	54.39	2.19	4.2%	52.73
Low	49.73	52.34	2.61	5.2%	48.64
Close	51.99	54.39	2.40	4.6%	51.21
Range	2.47	2.05	-0.42	-17.0%	4.09
ATR	2.11	2.13	0.02	1.0%	0.00
Volume	4,125	4,704	579	14.0%	32,511

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.86	59.17	55.52
R3	57.81	57.12	54.95
R2	55.76	55.76	54.77
R1	55.07	55.07	54.58	55.42
PP	53.71	53.71	53.71	53.88
S1	53.02	53.02	54.20	53.37
S2	51.66	51.66	54.01
S3	49.61	50.97	53.83
S4	47.56	48.92	53.26

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	54.39	48.64	5.75	10.6%	2.14	3.9%	100%	True	False	5,418
10	54.39	48.64	5.75	10.6%	1.83	3.4%	100%	True	False	5,853
20	54.39	45.06	9.33	17.2%	1.80	3.3%	100%	True	False	5,506
40	55.95	45.06	10.89	20.0%	1.59	2.9%	86%	False	False	4,605

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	63.10
2.618	59.76
1.618	57.71
1.000	56.44
0.618	55.66
HIGH	54.39
0.618	53.61
0.500	53.37
0.382	53.12
LOW	52.34
0.618	51.07
1.000	50.29
1.618	49.02
2.618	46.97
4.250	43.63

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	54.05	53.61
PP	53.71	52.84
S1	53.37	52.06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols