NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 50.15 52.76 2.61 5.2% 52.00
High 52.20 52.76 0.56 1.1% 53.03
Low 49.44 51.56 2.12 4.3% 49.00
Close 52.49 51.76 -0.73 -1.4% 51.76
Range 2.76 1.20 -1.56 -56.5% 4.03
ATR 2.09 2.03 -0.06 -3.0% 0.00
Volume 5,574 3,121 -2,453 -44.0% 21,473
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.63 54.89 52.42
R3 54.43 53.69 52.09
R2 53.23 53.23 51.98
R1 52.49 52.49 51.87 52.26
PP 52.03 52.03 52.03 51.91
S1 51.29 51.29 51.65 51.06
S2 50.83 50.83 51.54
S3 49.63 50.09 51.43
S4 48.43 48.89 51.10
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.35 61.59 53.98
R3 59.32 57.56 52.87
R2 55.29 55.29 52.50
R1 53.53 53.53 52.13 52.40
PP 51.26 51.26 51.26 50.70
S1 49.50 49.50 51.39 48.37
S2 47.23 47.23 51.02
S3 43.20 45.47 50.65
S4 39.17 41.44 49.54
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 7.8% 1.98 3.8% 68% False False 4,294
10 53.03 47.48 5.55 10.7% 1.69 3.3% 77% False False 4,377
20 53.05 45.87 7.18 13.9% 1.77 3.4% 82% False False 4,550
40 58.00 45.87 12.13 23.4% 1.52 2.9% 49% False False 3,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.86
2.618 55.90
1.618 54.70
1.000 53.96
0.618 53.50
HIGH 52.76
0.618 52.30
0.500 52.16
0.382 52.02
LOW 51.56
0.618 50.82
1.000 50.36
1.618 49.62
2.618 48.42
4.250 46.46
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 52.16 51.47
PP 52.03 51.17
S1 51.89 50.88

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

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