NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	55.68	56.98	1.30	2.3%	49.73
High	58.10	58.18	0.08	0.1%	58.18
Low	55.68	56.86	1.18	2.1%	49.73
Close	57.64	58.12	0.48	0.8%	58.12
Range	2.42	1.32	-1.10	-45.5%	8.45
ATR	2.28	2.21	-0.07	-3.0%	0.00
Volume	5,817	7,118	1,301	22.4%	29,804

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.68	61.22	58.85
R3	60.36	59.90	58.48
R2	59.04	59.04	58.36
R1	58.58	58.58	58.24	58.81
PP	57.72	57.72	57.72	57.84
S1	57.26	57.26	58.00	57.49
S2	56.40	56.40	57.88
S3	55.08	55.94	57.76
S4	53.76	54.62	57.39

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.69	77.86	62.77
R3	72.24	69.41	60.44
R2	63.79	63.79	59.67
R1	60.96	60.96	58.89	62.38
PP	55.34	55.34	55.34	56.05
S1	52.51	52.51	57.35	53.93
S2	46.89	46.89	56.57
S3	38.44	44.06	55.80
S4	29.99	35.61	53.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.18	49.73	8.45	14.5%	2.19	3.8%	99%	True	False	5,960
10	58.18	48.64	9.54	16.4%	2.05	3.5%	99%	True	False	6,231
20	58.18	46.31	11.87	20.4%	1.88	3.2%	99%	True	False	5,813
40	58.18	45.06	13.12	22.6%	1.65	2.8%	100%	True	False	4,897

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.28
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	63.79
2.618	61.64
1.618	60.32
1.000	59.50
0.618	59.00
HIGH	58.18
0.618	57.68
0.500	57.52
0.382	57.36
LOW	56.86
0.618	56.04
1.000	55.54
1.618	54.72
2.618	53.40
4.250	51.25

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	57.92	57.28
PP	57.72	56.44
S1	57.52	55.60

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