NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	51.71	51.60	-0.11	-0.2%	51.97
High	53.62	51.90	-1.72	-3.2%	52.30
Low	51.36	49.46	-1.90	-3.7%	48.00
Close	51.78	49.59	-2.19	-4.2%	52.12
Range	2.26	2.44	0.18	8.0%	4.30
ATR	2.48	2.48	0.00	-0.1%	0.00
Volume	26,069	24,568	-1,501	-5.8%	108,558

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	57.64	56.05	50.93
R3	55.20	53.61	50.26
R2	52.76	52.76	50.04
R1	51.17	51.17	49.81	50.75
PP	50.32	50.32	50.32	50.10
S1	48.73	48.73	49.37	48.31
S2	47.88	47.88	49.14
S3	45.44	46.29	48.92
S4	43.00	43.85	48.25

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.71	62.21	54.49
R3	59.41	57.91	53.30
R2	55.11	55.11	52.91
R1	53.61	53.61	52.51	54.36
PP	50.81	50.81	50.81	51.18
S1	49.31	49.31	51.73	50.06
S2	46.51	46.51	51.33
S3	42.21	45.01	50.94
S4	37.91	40.71	49.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.62	49.46	4.16	8.4%	2.10	4.2%	3%	False	True	24,048
10	53.62	48.00	5.62	11.3%	2.48	5.0%	28%	False	False	23,571
20	54.74	46.14	8.60	17.3%	2.42	4.9%	40%	False	False	22,262
40	59.44	46.14	13.30	26.8%	2.42	4.9%	26%	False	False	20,849

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	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	62.27
2.618	58.29
1.618	55.85
1.000	54.34
0.618	53.41
HIGH	51.90
0.618	50.97
0.500	50.68
0.382	50.39
LOW	49.46
0.618	47.95
1.000	47.02
1.618	45.51
2.618	43.07
4.250	39.09

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	50.68	51.54
PP	50.32	50.89
S1	49.95	50.24

Download as Excel Spreadsheet

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

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