NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	50.58	50.15	-0.43	-0.9%	49.22
High	51.00	52.20	1.20	2.4%	51.73
Low	49.00	49.44	0.44	0.9%	47.48
Close	49.07	52.49	3.42	7.0%	51.73
Range	2.00	2.76	0.76	38.0%	4.25
ATR	2.01	2.09	0.08	4.0%	0.00
Volume	4,642	5,574	932	20.1%	22,305

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.66	58.83	54.01
R3	56.90	56.07	53.25
R2	54.14	54.14	53.00
R1	53.31	53.31	52.74	53.73
PP	51.38	51.38	51.38	51.58
S1	50.55	50.55	52.24	50.97
S2	48.62	48.62	51.98
S3	45.86	47.79	51.73
S4	43.10	45.03	50.97

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.06	61.65	54.07
R3	58.81	57.40	52.90
R2	54.56	54.56	52.51
R1	53.15	53.15	52.12	53.86
PP	50.31	50.31	50.31	50.67
S1	48.90	48.90	51.34	49.61
S2	46.06	46.06	50.95
S3	41.81	44.65	50.56
S4	37.56	40.40	49.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.03	49.00	4.03	7.7%	2.02	3.9%	87%	False	False	4,778
10	53.03	47.48	5.55	10.6%	1.72	3.3%	90%	False	False	4,711
20	53.31	45.87	7.44	14.2%	1.75	3.3%	89%	False	False	4,514
40	58.00	45.87	12.13	23.1%	1.52	2.9%	55%	False	False	3,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	63.93
2.618	59.43
1.618	56.67
1.000	54.96
0.618	53.91
HIGH	52.20
0.618	51.15
0.500	50.82
0.382	50.49
LOW	49.44
0.618	47.73
1.000	46.68
1.618	44.97
2.618	42.21
4.250	37.71

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	51.93	52.00
PP	51.38	51.51
S1	50.82	51.02

Download as Excel Spreadsheet

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

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