NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 57.85 59.12 1.27 2.2% 50.25
High 59.00 61.22 2.22 3.8% 59.00
Low 57.81 59.12 1.31 2.3% 50.25
Close 58.94 61.18 2.24 3.8% 58.94
Range 1.19 2.10 0.91 76.5% 8.75
ATR 2.19 2.20 0.01 0.3% 0.00
Volume 4,977 5,502 525 10.5% 22,333
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.81 66.09 62.34
R3 64.71 63.99 61.76
R2 62.61 62.61 61.57
R1 61.89 61.89 61.37 62.25
PP 60.51 60.51 60.51 60.69
S1 59.79 59.79 60.99 60.15
S2 58.41 58.41 60.80
S3 56.31 57.69 60.60
S4 54.21 55.59 60.03
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 82.31 79.38 63.75
R3 73.56 70.63 61.35
R2 64.81 64.81 60.54
R1 61.88 61.88 59.74 63.35
PP 56.06 56.06 56.06 56.80
S1 53.13 53.13 58.14 54.60
S2 47.31 47.31 57.34
S3 38.56 44.38 56.53
S4 29.81 35.63 54.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.22 52.40 8.82 14.4% 2.31 3.8% 100% True False 5,096
10 61.22 49.00 12.22 20.0% 2.16 3.5% 100% True False 4,586
20 61.22 47.48 13.74 22.5% 1.91 3.1% 100% True False 4,771
40 61.22 45.87 15.35 25.1% 1.64 2.7% 100% True False 3,968
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.15
2.618 66.72
1.618 64.62
1.000 63.32
0.618 62.52
HIGH 61.22
0.618 60.42
0.500 60.17
0.382 59.92
LOW 59.12
0.618 57.82
1.000 57.02
1.618 55.72
2.618 53.62
4.250 50.20
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 60.84 60.30
PP 60.51 59.42
S1 60.17 58.54

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

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