NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 55.56 59.00 3.44 6.2% 56.42
High 58.37 59.00 0.63 1.1% 59.00
Low 55.56 57.27 1.71 3.1% 52.70
Close 58.21 58.70 0.49 0.8% 58.70
Range 2.81 1.73 -1.08 -38.4% 6.30
ATR 2.56 2.50 -0.06 -2.3% 0.00
Volume 12,774 15,145 2,371 18.6% 59,398
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.51 62.84 59.65
R3 61.78 61.11 59.18
R2 60.05 60.05 59.02
R1 59.38 59.38 58.86 58.85
PP 58.32 58.32 58.32 58.06
S1 57.65 57.65 58.54 57.12
S2 56.59 56.59 58.38
S3 54.86 55.92 58.22
S4 53.13 54.19 57.75
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 75.70 73.50 62.17
R3 69.40 67.20 60.43
R2 63.10 63.10 59.86
R1 60.90 60.90 59.28 62.00
PP 56.80 56.80 56.80 57.35
S1 54.60 54.60 58.12 55.70
S2 50.50 50.50 57.55
S3 44.20 48.30 56.97
S4 37.90 42.00 55.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.00 52.70 6.30 10.7% 2.07 3.5% 95% True False 11,879
10 59.41 52.70 6.71 11.4% 1.79 3.0% 89% False False 9,755
20 59.41 47.85 11.56 19.7% 2.14 3.6% 94% False False 9,522
40 59.41 44.19 15.22 25.9% 2.27 3.9% 95% False False 8,599
60 59.41 44.19 15.22 25.9% 2.11 3.6% 95% False False 7,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.35
2.618 63.53
1.618 61.80
1.000 60.73
0.618 60.07
HIGH 59.00
0.618 58.34
0.500 58.14
0.382 57.93
LOW 57.27
0.618 56.20
1.000 55.54
1.618 54.47
2.618 52.74
4.250 49.92
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 58.51 57.75
PP 58.32 56.80
S1 58.14 55.85

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

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