NYMEX Light Sweet Crude Oil Future September 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 59.00 59.35 0.35 0.6% 56.42
High 59.00 59.35 0.35 0.6% 59.00
Low 57.27 56.47 -0.80 -1.4% 52.70
Close 58.70 57.84 -0.86 -1.5% 58.70
Range 1.73 2.88 1.15 66.5% 6.30
ATR 2.50 2.53 0.03 1.1% 0.00
Volume 15,145 10,988 -4,157 -27.4% 59,398
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 66.53 65.06 59.42
R3 63.65 62.18 58.63
R2 60.77 60.77 58.37
R1 59.30 59.30 58.10 58.60
PP 57.89 57.89 57.89 57.53
S1 56.42 56.42 57.58 55.72
S2 55.01 55.01 57.31
S3 52.13 53.54 57.05
S4 49.25 50.66 56.26
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 59.35 52.70 6.65 11.5% 2.15 3.7% 77% True False 12,949
10 59.35 52.70 6.65 11.5% 1.86 3.2% 77% True False 10,087
20 59.41 47.85 11.56 20.0% 2.15 3.7% 86% False False 9,582
40 59.41 44.19 15.22 26.3% 2.28 3.9% 90% False False 8,772
60 59.41 44.19 15.22 26.3% 2.13 3.7% 90% False False 7,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 71.59
2.618 66.89
1.618 64.01
1.000 62.23
0.618 61.13
HIGH 59.35
0.618 58.25
0.500 57.91
0.382 57.57
LOW 56.47
0.618 54.69
1.000 53.59
1.618 51.81
2.618 48.93
4.250 44.23
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 57.91 57.71
PP 57.89 57.58
S1 57.86 57.46

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

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