NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	56.98	58.75	1.77	3.1%	49.73
High	58.18	60.27	2.09	3.6%	58.18
Low	56.86	58.45	1.59	2.8%	49.73
Close	58.12	60.27	2.15	3.7%	58.12
Range	1.32	1.82	0.50	37.9%	8.45
ATR	2.21	2.21	0.00	-0.2%	0.00
Volume	7,118	5,872	-1,246	-17.5%	29,804

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.12	64.52	61.27
R3	63.30	62.70	60.77
R2	61.48	61.48	60.60
R1	60.88	60.88	60.44	61.18
PP	59.66	59.66	59.66	59.82
S1	59.06	59.06	60.10	59.36
S2	57.84	57.84	59.94
S3	56.02	57.24	59.77
S4	54.20	55.42	59.27

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	60.27	52.34	7.93	13.2%	2.06	3.4%	100%	True	False	6,310
10	60.27	48.64	11.63	19.3%	2.06	3.4%	100%	True	False	6,207
20	60.27	46.50	13.77	22.8%	1.84	3.1%	100%	True	False	5,943
40	60.27	45.06	15.21	25.2%	1.61	2.7%	100%	True	False	4,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.01
2.618	65.03
1.618	63.21
1.000	62.09
0.618	61.39
HIGH	60.27
0.618	59.57
0.500	59.36
0.382	59.15
LOW	58.45
0.618	57.33
1.000	56.63
1.618	55.51
2.618	53.69
4.250	50.72

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	59.97	59.51
PP	59.66	58.74
S1	59.36	57.98

Download as Excel Spreadsheet

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

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