NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 52.22 55.32 3.10 5.9% 52.68
High 54.00 56.10 2.10 3.9% 53.90
Low 51.78 55.05 3.27 6.3% 50.10
Close 53.73 56.00 2.27 4.2% 52.82
Range 2.22 1.05 -1.17 -52.7% 3.80
ATR
Volume 1,998 829 -1,169 -58.5% 14,599
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.87 58.48 56.58
R3 57.82 57.43 56.29
R2 56.77 56.77 56.19
R1 56.38 56.38 56.10 56.58
PP 55.72 55.72 55.72 55.81
S1 55.33 55.33 55.90 55.53
S2 54.67 54.67 55.81
S3 53.62 54.28 55.71
S4 52.57 53.23 55.42
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.67 62.05 54.91
R3 59.87 58.25 53.87
R2 56.07 56.07 53.52
R1 54.45 54.45 53.17 55.26
PP 52.27 52.27 52.27 52.68
S1 50.65 50.65 52.47 51.46
S2 48.47 48.47 52.12
S3 44.67 46.85 51.78
S4 40.87 43.05 50.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.10 50.10 6.00 10.7% 1.87 3.3% 98% True False 2,632
10 56.10 50.10 6.00 10.7% 1.58 2.8% 98% True False 2,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 60.56
2.618 58.85
1.618 57.80
1.000 57.15
0.618 56.75
HIGH 56.10
0.618 55.70
0.500 55.58
0.382 55.45
LOW 55.05
0.618 54.40
1.000 54.00
1.618 53.35
2.618 52.30
4.250 50.59
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 55.86 55.31
PP 55.72 54.63
S1 55.58 53.94

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

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