NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 59.22 57.53 -1.69 -2.9% 60.00
High 59.58 58.28 -1.30 -2.2% 62.13
Low 56.74 55.95 -0.79 -1.4% 59.21
Close 57.05 57.72 0.67 1.2% 60.17
Range 2.84 2.33 -0.51 -18.0% 2.92
ATR 2.53 2.51 -0.01 -0.6% 0.00
Volume 14,987 23,279 8,292 55.3% 113,362
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.31 63.34 59.00
R3 61.98 61.01 58.36
R2 59.65 59.65 58.15
R1 58.68 58.68 57.93 59.17
PP 57.32 57.32 57.32 57.56
S1 56.35 56.35 57.51 56.84
S2 54.99 54.99 57.29
S3 52.66 54.02 57.08
S4 50.33 51.69 56.44
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 61.75 55.95 5.80 10.0% 2.14 3.7% 31% False True 21,252
10 62.13 54.32 7.81 13.5% 2.25 3.9% 44% False False 22,827
20 62.13 48.76 13.37 23.2% 2.41 4.2% 67% False False 22,646
40 62.13 46.14 15.99 27.7% 2.38 4.1% 72% False False 21,668
60 64.09 46.14 17.95 31.1% 2.46 4.3% 65% False False 20,468
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.18
2.618 64.38
1.618 62.05
1.000 60.61
0.618 59.72
HIGH 58.28
0.618 57.39
0.500 57.12
0.382 56.84
LOW 55.95
0.618 54.51
1.000 53.62
1.618 52.18
2.618 49.85
4.250 46.05
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 57.52 58.60
PP 57.32 58.31
S1 57.12 58.01

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

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