NYMEX Light Sweet Crude Oil Future December 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	58.71	60.00	1.29	2.2%	51.47
High	59.90	62.13	2.23	3.7%	60.08
Low	58.31	59.66	1.35	2.3%	50.50
Close	59.74	62.08	2.34	3.9%	59.74
Range	1.59	2.47	0.88	55.3%	9.58
ATR	2.68	2.66	-0.01	-0.6%	0.00
Volume	27,341	23,235	-4,106	-15.0%	110,414

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.70	67.86	63.44
R3	66.23	65.39	62.76
R2	63.76	63.76	62.53
R1	62.92	62.92	62.31	63.34
PP	61.29	61.29	61.29	61.50
S1	60.45	60.45	61.85	60.87
S2	58.82	58.82	61.63
S3	56.35	57.98	61.40
S4	53.88	55.51	60.72

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.51	82.21	65.01
R3	75.93	72.63	62.37
R2	66.35	66.35	61.50
R1	63.05	63.05	60.62	64.70
PP	56.77	56.77	56.77	57.60
S1	53.47	53.47	58.86	55.12
S2	47.19	47.19	57.98
S3	37.61	43.89	57.11
S4	28.03	34.31	54.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.13	52.35	9.78	15.8%	2.81	4.5%	99%	True	False	23,636
10	62.13	49.46	12.67	20.4%	2.72	4.4%	100%	True	False	23,470
20	62.13	48.00	14.13	22.8%	2.55	4.1%	100%	True	False	22,968
40	62.13	46.14	15.99	25.8%	2.44	3.9%	100%	True	False	21,328

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	0.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	72.63
2.618	68.60
1.618	66.13
1.000	64.60
0.618	63.66
HIGH	62.13
0.618	61.19
0.500	60.90
0.382	60.60
LOW	59.66
0.618	58.13
1.000	57.19
1.618	55.66
2.618	53.19
4.250	49.16

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	61.69	61.16
PP	61.29	60.24
S1	60.90	59.32

Download as Excel Spreadsheet

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

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