NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 56.95 56.04 -0.91 -1.6% 58.75
High 57.01 56.11 -0.90 -1.6% 60.27
Low 54.95 54.17 -0.78 -1.4% 57.71
Close 55.16 55.85 0.69 1.3% 58.52
Range 2.06 1.94 -0.12 -5.8% 2.56
ATR 2.19 2.17 -0.02 -0.8% 0.00
Volume 5,854 6,564 710 12.1% 30,084
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.20 60.46 56.92
R3 59.26 58.52 56.38
R2 57.32 57.32 56.21
R1 56.58 56.58 56.03 55.98
PP 55.38 55.38 55.38 55.08
S1 54.64 54.64 55.67 54.04
S2 53.44 53.44 55.49
S3 51.50 52.70 55.32
S4 49.56 50.76 54.78
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.51 65.08 59.93
R3 63.95 62.52 59.22
R2 61.39 61.39 58.99
R1 59.96 59.96 58.75 59.40
PP 58.83 58.83 58.83 58.55
S1 57.40 57.40 58.29 56.84
S2 56.27 56.27 58.05
S3 53.71 54.84 57.82
S4 51.15 52.28 57.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.88 54.17 5.71 10.2% 1.60 2.9% 29% False True 5,924
10 60.27 53.01 7.26 13.0% 1.70 3.0% 39% False False 6,347
20 60.27 48.64 11.63 20.8% 1.76 3.2% 62% False False 6,100
40 60.27 45.06 15.21 27.2% 1.65 3.0% 71% False False 5,313
60 61.35 45.06 16.29 29.2% 1.52 2.7% 66% False False 4,594
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.36
2.618 61.19
1.618 59.25
1.000 58.05
0.618 57.31
HIGH 56.11
0.618 55.37
0.500 55.14
0.382 54.91
LOW 54.17
0.618 52.97
1.000 52.23
1.618 51.03
2.618 49.09
4.250 45.93
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 55.61 56.76
PP 55.38 56.46
S1 55.14 56.15

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

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