NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 52.34 53.50 1.16 2.2% 55.90
High 54.25 53.55 -0.70 -1.3% 55.90
Low 51.68 50.82 -0.86 -1.7% 50.76
Close 54.10 52.69 -1.41 -2.6% 54.10
Range 2.57 2.73 0.16 6.2% 5.14
ATR 2.33 2.40 0.07 2.9% 0.00
Volume 25,988 23,844 -2,144 -8.2% 118,549
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.54 59.35 54.19
R3 57.81 56.62 53.44
R2 55.08 55.08 53.19
R1 53.89 53.89 52.94 53.12
PP 52.35 52.35 52.35 51.97
S1 51.16 51.16 52.44 50.39
S2 49.62 49.62 52.19
S3 46.89 48.43 51.94
S4 44.16 45.70 51.19
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.01 66.69 56.93
R3 63.87 61.55 55.51
R2 58.73 58.73 55.04
R1 56.41 56.41 54.57 55.00
PP 53.59 53.59 53.59 52.88
S1 51.27 51.27 53.63 49.86
S2 48.45 48.45 53.16
S3 43.31 46.13 52.69
S4 38.17 40.99 51.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.25 50.76 3.49 6.6% 2.06 3.9% 55% False False 25,643
10 58.33 50.76 7.57 14.4% 2.13 4.0% 25% False False 21,385
20 58.71 50.76 7.95 15.1% 2.36 4.5% 24% False False 17,636
40 58.71 45.00 13.71 26.0% 2.31 4.4% 56% False False 13,761
60 58.71 43.34 15.37 29.2% 2.20 4.2% 61% False False 11,589
80 60.48 43.34 17.14 32.5% 2.20 4.2% 55% False False 9,884
100 60.48 43.34 17.14 32.5% 1.92 3.7% 55% False False 8,503
120 76.95 43.34 33.61 63.8% 1.86 3.5% 28% False False 7,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.15
2.618 60.70
1.618 57.97
1.000 56.28
0.618 55.24
HIGH 53.55
0.618 52.51
0.500 52.19
0.382 51.86
LOW 50.82
0.618 49.13
1.000 48.09
1.618 46.40
2.618 43.67
4.250 39.22
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 52.52 52.64
PP 52.35 52.59
S1 52.19 52.54

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

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