NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	60.81	59.22	-1.59	-2.6%	60.00
High	61.25	59.58	-1.67	-2.7%	62.13
Low	59.21	56.74	-2.47	-4.2%	59.21
Close	60.17	57.05	-3.12	-5.2%	60.17
Range	2.04	2.84	0.80	39.2%	2.92
ATR	2.46	2.53	0.07	2.8%	0.00
Volume	13,664	14,987	1,323	9.7%	113,362

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.31	64.52	58.61
R3	63.47	61.68	57.83
R2	60.63	60.63	57.57
R1	58.84	58.84	57.31	58.32
PP	57.79	57.79	57.79	57.53
S1	56.00	56.00	56.79	55.48
S2	54.95	54.95	56.53
S3	52.11	53.16	56.27
S4	49.27	50.32	55.49

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	69.26	67.64	61.78
R3	66.34	64.72	60.97
R2	63.42	63.42	60.71
R1	61.80	61.80	60.44	62.61
PP	60.50	60.50	60.50	60.91
S1	58.88	58.88	59.90	59.69
S2	57.58	57.58	59.63
S3	54.66	55.96	59.37
S4	51.74	53.04	58.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.08	56.74	5.34	9.4%	1.93	3.4%	6%	False	True	21,022
10	62.13	52.35	9.78	17.1%	2.37	4.2%	48%	False	False	22,329
20	62.13	48.00	14.13	24.8%	2.40	4.2%	64%	False	False	22,391
40	62.13	46.14	15.99	28.0%	2.39	4.2%	68%	False	False	21,535

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	0.39
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	71.65
2.618	67.02
1.618	64.18
1.000	62.42
0.618	61.34
HIGH	59.58
0.618	58.50
0.500	58.16
0.382	57.82
LOW	56.74
0.618	54.98
1.000	53.90
1.618	52.14
2.618	49.30
4.250	44.67

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	58.16	59.25
PP	57.79	58.51
S1	57.42	57.78

Download as Excel Spreadsheet

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

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