NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 50.10 50.58 0.48 1.0% 54.28
High 51.64 50.61 -1.03 -2.0% 56.10
Low 49.48 49.05 -0.43 -0.9% 53.05
Close 51.37 50.20 -1.17 -2.3% 54.02
Range 2.16 1.56 -0.60 -27.8% 3.05
ATR 2.78 2.74 -0.03 -1.2% 0.00
Volume 86,080 113,872 27,792 32.3% 397,386
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 54.63 53.98 51.06
R3 53.07 52.42 50.63
R2 51.51 51.51 50.49
R1 50.86 50.86 50.34 50.41
PP 49.95 49.95 49.95 49.73
S1 49.30 49.30 50.06 48.85
S2 48.39 48.39 49.91
S3 46.83 47.74 49.77
S4 45.27 46.18 49.34
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.54 61.83 55.70
R3 60.49 58.78 54.86
R2 57.44 57.44 54.58
R1 55.73 55.73 54.30 55.06
PP 54.39 54.39 54.39 54.06
S1 52.68 52.68 53.74 52.01
S2 51.34 51.34 53.46
S3 48.29 49.63 53.18
S4 45.24 46.58 52.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.10 49.05 7.05 14.0% 2.66 5.3% 16% False True 89,281
10 56.10 49.05 7.05 14.0% 2.41 4.8% 16% False True 81,763
20 56.10 45.08 11.02 22.0% 2.67 5.3% 46% False False 71,157
40 56.10 40.85 15.25 30.4% 2.68 5.3% 61% False False 56,666
60 59.66 40.85 18.81 37.5% 2.73 5.4% 50% False False 48,080
80 59.66 40.85 18.81 37.5% 2.94 5.8% 50% False False 41,586
100 70.47 40.85 29.62 59.0% 3.04 6.0% 32% False False 36,316
120 90.00 40.85 49.15 97.9% 3.23 6.4% 19% False False 32,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.24
2.618 54.69
1.618 53.13
1.000 52.17
0.618 51.57
HIGH 50.61
0.618 50.01
0.500 49.83
0.382 49.65
LOW 49.05
0.618 48.09
1.000 47.49
1.618 46.53
2.618 44.97
4.250 42.42
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 50.08 51.47
PP 49.95 51.04
S1 49.83 50.62

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

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