NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 50.25 53.00 2.75 5.5% 52.00
High 52.84 55.12 2.28 4.3% 53.03
Low 50.25 52.40 2.15 4.3% 49.00
Close 52.59 54.94 2.35 4.5% 51.76
Range 2.59 2.72 0.13 5.0% 4.03
ATR 2.07 2.12 0.05 2.2% 0.00
Volume 2,353 3,423 1,070 45.5% 21,473
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.31 61.35 56.44
R3 59.59 58.63 55.69
R2 56.87 56.87 55.44
R1 55.91 55.91 55.19 56.39
PP 54.15 54.15 54.15 54.40
S1 53.19 53.19 54.69 53.67
S2 51.43 51.43 54.44
S3 48.71 50.47 54.19
S4 45.99 47.75 53.44
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 55.12 49.00 6.12 11.1% 2.25 4.1% 97% True False 3,822
10 55.12 49.00 6.12 11.1% 1.92 3.5% 97% True False 4,180
20 55.12 45.87 9.25 16.8% 1.84 3.4% 98% True False 4,394
40 56.63 45.87 10.76 19.6% 1.56 2.8% 84% False False 3,788
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 3 trading days
Fibonacci Retracements and Extensions
4.250 66.68
2.618 62.24
1.618 59.52
1.000 57.84
0.618 56.80
HIGH 55.12
0.618 54.08
0.500 53.76
0.382 53.44
LOW 52.40
0.618 50.72
1.000 49.68
1.618 48.00
2.618 45.28
4.250 40.84
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 54.55 54.19
PP 54.15 53.44
S1 53.76 52.69

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

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