NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	58.75	59.26	0.51	0.9%	49.73
High	60.27	59.93	-0.34	-0.6%	58.18
Low	58.45	59.16	0.71	1.2%	49.73
Close	60.27	59.93	-0.34	-0.6%	58.12
Range	1.82	0.77	-1.05	-57.7%	8.45
ATR	2.21	2.13	-0.08	-3.6%	0.00
Volume	5,872	7,010	1,138	19.4%	29,804

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.98	61.73	60.35
R3	61.21	60.96	60.14
R2	60.44	60.44	60.07
R1	60.19	60.19	60.00	60.32
PP	59.67	59.67	59.67	59.74
S1	59.42	59.42	59.86	59.55
S2	58.90	58.90	59.79
S3	58.13	58.65	59.72
S4	57.36	57.88	59.51

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	53.01	7.26	12.1%	1.80	3.0%	95%	False	False	6,771
10	60.27	48.64	11.63	19.4%	1.97	3.3%	97%	False	False	6,094
20	60.27	46.50	13.77	23.0%	1.83	3.0%	98%	False	False	6,112
40	60.27	45.06	15.21	25.4%	1.59	2.7%	98%	False	False	4,961

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	63.20
2.618	61.95
1.618	61.18
1.000	60.70
0.618	60.41
HIGH	59.93
0.618	59.64
0.500	59.55
0.382	59.45
LOW	59.16
0.618	58.68
1.000	58.39
1.618	57.91
2.618	57.14
4.250	55.89

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	59.80	59.48
PP	59.67	59.02
S1	59.55	58.57

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