NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 58.00 56.37 -1.63 -2.8% 56.42
High 58.00 58.74 0.74 1.3% 59.00
Low 56.60 55.65 -0.95 -1.7% 52.70
Close 56.97 57.20 0.23 0.4% 58.70
Range 1.40 3.09 1.69 120.7% 6.30
ATR 2.45 2.49 0.05 1.9% 0.00
Volume 9,445 15,181 5,736 60.7% 59,398
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 66.47 64.92 58.90
R3 63.38 61.83 58.05
R2 60.29 60.29 57.77
R1 58.74 58.74 57.48 59.52
PP 57.20 57.20 57.20 57.58
S1 55.65 55.65 56.92 56.43
S2 54.11 54.11 56.63
S3 51.02 52.56 56.35
S4 47.93 49.47 55.50
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 55.56 3.79 6.6% 2.38 4.2% 43% False False 12,706
10 59.35 52.70 6.65 11.6% 2.05 3.6% 68% False False 10,722
20 59.41 47.99 11.42 20.0% 2.14 3.7% 81% False False 9,735
40 59.41 44.19 15.22 26.6% 2.26 3.9% 85% False False 9,112
60 59.41 44.19 15.22 26.6% 2.16 3.8% 85% False False 7,489
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 0.19
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 71.87
2.618 66.83
1.618 63.74
1.000 61.83
0.618 60.65
HIGH 58.74
0.618 57.56
0.500 57.20
0.382 56.83
LOW 55.65
0.618 53.74
1.000 52.56
1.618 50.65
2.618 47.56
4.250 42.52
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 57.20 57.50
PP 57.20 57.40
S1 57.20 57.30

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

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