NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	54.18	54.50	0.32	0.6%	53.88
High	55.85	55.70	-0.15	-0.3%	55.85
Low	53.20	52.12	-1.08	-2.0%	49.05
Close	54.68	53.38	-1.30	-2.4%	54.68
Range	2.65	3.58	0.93	35.1%	6.80
ATR	2.85	2.91	0.05	1.8%	0.00
Volume	105,900	98,226	-7,674	-7.2%	465,271

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.47	62.51	55.35
R3	60.89	58.93	54.36
R2	57.31	57.31	54.04
R1	55.35	55.35	53.71	54.54
PP	53.73	53.73	53.73	53.33
S1	51.77	51.77	53.05	50.96
S2	50.15	50.15	52.72
S3	46.57	48.19	52.40
S4	42.99	44.61	51.41

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.59	70.94	58.42
R3	66.79	64.14	56.55
R2	59.99	59.99	55.93
R1	57.34	57.34	55.30	58.67
PP	53.19	53.19	53.19	53.86
S1	50.54	50.54	54.06	51.87
S2	46.39	46.39	53.43
S3	39.59	43.74	52.81
S4	32.79	36.94	50.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.85	49.05	6.80	12.7%	2.88	5.4%	64%	False	False	100,701
10	56.10	49.05	7.05	13.2%	2.74	5.1%	61%	False	False	90,438
20	56.10	45.08	11.02	20.6%	2.83	5.3%	75%	False	False	77,724
40	56.10	40.85	15.25	28.6%	2.79	5.2%	82%	False	False	62,096
60	56.10	40.85	15.25	28.6%	2.73	5.1%	82%	False	False	51,817
80	59.66	40.85	18.81	35.2%	2.95	5.5%	67%	False	False	44,346
100	65.80	40.85	24.95	46.7%	3.03	5.7%	50%	False	False	38,923
120	87.13	40.85	46.28	86.7%	3.23	6.0%	27%	False	False	34,823

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	70.92
2.618	65.07
1.618	61.49
1.000	59.28
0.618	57.91
HIGH	55.70
0.618	54.33
0.500	53.91
0.382	53.49
LOW	52.12
0.618	49.91
1.000	48.54
1.618	46.33
2.618	42.75
4.250	36.91

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	53.91	53.28
PP	53.73	53.17
S1	53.56	53.07

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols