NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	51.60	49.76	-1.84	-3.6%	51.97
High	51.90	53.26	1.36	2.6%	52.30
Low	49.46	49.66	0.20	0.4%	48.00
Close	49.59	52.97	3.38	6.8%	52.12
Range	2.44	3.60	1.16	47.5%	4.30
ATR	2.48	2.56	0.09	3.4%	0.00
Volume	24,568	29,644	5,076	20.7%	108,558

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.76	61.47	54.95
R3	59.16	57.87	53.96
R2	55.56	55.56	53.63
R1	54.27	54.27	53.30	54.92
PP	51.96	51.96	51.96	52.29
S1	50.67	50.67	52.64	51.32
S2	48.36	48.36	52.31
S3	44.76	47.07	51.98
S4	41.16	43.47	50.99

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	7.9%	2.52	4.8%	84%	False	False	24,134
10	53.62	48.00	5.62	10.6%	2.57	4.8%	88%	False	False	23,692
20	54.26	46.14	8.12	15.3%	2.53	4.8%	84%	False	False	22,826
40	59.44	46.14	13.30	25.1%	2.44	4.6%	51%	False	False	21,255

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	0.33
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	68.56
2.618	62.68
1.618	59.08
1.000	56.86
0.618	55.48
HIGH	53.26
0.618	51.88
0.500	51.46
0.382	51.04
LOW	49.66
0.618	47.44
1.000	46.06
1.618	43.84
2.618	40.24
4.250	34.36

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	52.47	52.49
PP	51.96	52.02
S1	51.46	51.54

Download as Excel Spreadsheet

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

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