NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 54.30 55.68 1.38 2.5% 50.19
High 55.68 58.10 2.42 4.3% 52.73
Low 53.01 55.68 2.67 5.0% 48.64
Close 54.37 57.64 3.27 6.0% 51.21
Range 2.67 2.42 -0.25 -9.4% 4.09
ATR 2.17 2.28 0.11 5.1% 0.00
Volume 8,040 5,817 -2,223 -27.6% 32,511
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.40 63.44 58.97
R3 61.98 61.02 58.31
R2 59.56 59.56 58.08
R1 58.60 58.60 57.86 59.08
PP 57.14 57.14 57.14 57.38
S1 56.18 56.18 57.42 56.66
S2 54.72 54.72 57.20
S3 52.30 53.76 56.97
S4 49.88 51.34 56.31
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 58.10 49.73 8.37 14.5% 2.27 3.9% 95% True False 5,412
10 58.10 48.64 9.46 16.4% 2.08 3.6% 95% True False 6,273
20 58.10 45.81 12.29 21.3% 1.89 3.3% 96% True False 5,639
40 58.10 45.06 13.04 22.6% 1.64 2.9% 96% True False 4,799
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.39
2.618 64.44
1.618 62.02
1.000 60.52
0.618 59.60
HIGH 58.10
0.618 57.18
0.500 56.89
0.382 56.60
LOW 55.68
0.618 54.18
1.000 53.26
1.618 51.76
2.618 49.34
4.250 45.40
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 57.39 56.83
PP 57.14 56.03
S1 56.89 55.22

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

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