NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 62.08 61.40 -0.68 -1.1% 51.47
High 62.08 61.40 -0.68 -1.1% 60.08
Low 60.81 59.59 -1.22 -2.0% 50.50
Close 61.68 60.13 -1.55 -2.5% 59.74
Range 1.27 1.81 0.54 42.5% 9.58
ATR 2.56 2.53 -0.03 -1.3% 0.00
Volume 22,131 25,186 3,055 13.8% 110,414
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.80 64.78 61.13
R3 63.99 62.97 60.63
R2 62.18 62.18 60.46
R1 61.16 61.16 60.30 60.77
PP 60.37 60.37 60.37 60.18
S1 59.35 59.35 59.96 58.96
S2 58.56 58.56 59.80
S3 56.75 57.54 59.63
S4 54.94 55.73 59.13
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 56.51 5.62 9.3% 2.14 3.6% 64% False False 24,429
10 62.13 49.66 12.47 20.7% 2.56 4.3% 84% False False 23,138
20 62.13 48.00 14.13 23.5% 2.52 4.2% 86% False False 23,355
40 62.13 46.14 15.99 26.6% 2.38 4.0% 87% False False 21,393
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.09
2.618 66.14
1.618 64.33
1.000 63.21
0.618 62.52
HIGH 61.40
0.618 60.71
0.500 60.50
0.382 60.28
LOW 59.59
0.618 58.47
1.000 57.78
1.618 56.66
2.618 54.85
4.250 51.90
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 60.50 60.86
PP 60.37 60.62
S1 60.25 60.37

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

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