NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 58.74 58.90 0.16 0.3% 59.02
High 59.06 59.02 -0.04 -0.1% 60.65
Low 58.14 58.56 0.42 0.7% 57.80
Close 58.43 58.83 0.40 0.7% 61.07
Range 0.92 0.46 -0.46 -50.0% 2.85
ATR 2.02 1.92 -0.10 -5.1% 0.00
Volume 3,148 3,228 80 2.5% 18,452
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.18 59.97 59.08
R3 59.72 59.51 58.96
R2 59.26 59.26 58.91
R1 59.05 59.05 58.87 58.93
PP 58.80 58.80 58.80 58.74
S1 58.59 58.59 58.79 58.47
S2 58.34 58.34 58.75
S3 57.88 58.13 58.70
S4 57.42 57.67 58.58
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 68.39 67.58 62.64
R3 65.54 64.73 61.85
R2 62.69 62.69 61.59
R1 61.88 61.88 61.33 62.29
PP 59.84 59.84 59.84 60.04
S1 59.03 59.03 60.81 59.44
S2 56.99 56.99 60.55
S3 54.14 56.18 60.29
S4 51.29 53.33 59.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.65 58.14 2.51 4.3% 1.04 1.8% 27% False False 4,455
10 60.65 57.80 2.85 4.8% 1.23 2.1% 36% False False 4,830
20 61.22 54.52 6.70 11.4% 1.38 2.3% 64% False False 4,974
40 61.22 46.08 15.14 25.7% 1.65 2.8% 84% False False 4,756
60 61.22 45.87 15.35 26.1% 1.52 2.6% 84% False False 4,270
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 60.98
2.618 60.22
1.618 59.76
1.000 59.48
0.618 59.30
HIGH 59.02
0.618 58.84
0.500 58.79
0.382 58.74
LOW 58.56
0.618 58.28
1.000 58.10
1.618 57.82
2.618 57.36
4.250 56.61
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 58.82 59.07
PP 58.80 58.99
S1 58.79 58.91

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

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