NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 53.50 55.56 2.06 3.9% 57.50
High 53.85 58.37 4.52 8.4% 59.41
Low 52.70 55.56 2.86 5.4% 56.68
Close 53.79 58.21 4.42 8.2% 57.65
Range 1.15 2.81 1.66 144.3% 2.73
ATR 2.41 2.56 0.16 6.4% 0.00
Volume 18,529 12,774 -5,755 -31.1% 38,156
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.81 64.82 59.76
R3 63.00 62.01 58.98
R2 60.19 60.19 58.73
R1 59.20 59.20 58.47 59.70
PP 57.38 57.38 57.38 57.63
S1 56.39 56.39 57.95 56.89
S2 54.57 54.57 57.69
S3 51.76 53.58 57.44
S4 48.95 50.77 56.66
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.10 64.61 59.15
R3 63.37 61.88 58.40
R2 60.64 60.64 58.15
R1 59.15 59.15 57.90 59.90
PP 57.91 57.91 57.91 58.29
S1 56.42 56.42 57.40 57.17
S2 55.18 55.18 57.15
S3 52.45 53.69 56.90
S4 49.72 50.96 56.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.37 52.70 5.67 9.7% 2.02 3.5% 97% True False 10,020
10 59.41 52.70 6.71 11.5% 1.75 3.0% 82% False False 9,171
20 59.41 47.85 11.56 19.9% 2.14 3.7% 90% False False 9,472
40 59.41 44.19 15.22 26.1% 2.27 3.9% 92% False False 8,311
60 59.41 44.19 15.22 26.1% 2.13 3.7% 92% False False 6,869
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 70.31
2.618 65.73
1.618 62.92
1.000 61.18
0.618 60.11
HIGH 58.37
0.618 57.30
0.500 56.97
0.382 56.63
LOW 55.56
0.618 53.82
1.000 52.75
1.618 51.01
2.618 48.20
4.250 43.62
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 57.80 57.32
PP 57.38 56.43
S1 56.97 55.54

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

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