NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	54.79	56.17	1.38	2.5%	52.00
High	56.30	58.81	2.51	4.5%	53.03
Low	53.70	55.85	2.15	4.0%	49.00
Close	55.03	58.42	3.39	6.2%	51.76
Range	2.60	2.96	0.36	13.8%	4.03
ATR	2.15	2.27	0.12	5.4%	0.00
Volume	7,014	4,566	-2,448	-34.9%	21,473

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.57	65.46	60.05
R3	63.61	62.50	59.23
R2	60.65	60.65	58.96
R1	59.54	59.54	58.69	60.10
PP	57.69	57.69	57.69	57.97
S1	56.58	56.58	58.15	57.14
S2	54.73	54.73	57.88
S3	51.77	53.62	57.61
S4	48.81	50.66	56.79

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	58.81	50.25	8.56	14.7%	2.41	4.1%	95%	True	False	4,095
10	58.81	49.00	9.81	16.8%	2.22	3.8%	96%	True	False	4,437
20	58.81	46.74	12.07	20.7%	1.94	3.3%	97%	True	False	4,560
40	58.81	45.87	12.94	22.1%	1.64	2.8%	97%	True	False	3,907

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	0.42
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	71.39
2.618	66.56
1.618	63.60
1.000	61.77
0.618	60.64
HIGH	58.81
0.618	57.68
0.500	57.33
0.382	56.98
LOW	55.85
0.618	54.02
1.000	52.89
1.618	51.06
2.618	48.10
4.250	43.27

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	58.06	57.48
PP	57.69	56.54
S1	57.33	55.61

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