NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 57.58 56.75 -0.83 -1.4% 59.35
High 58.55 57.53 -1.02 -1.7% 59.50
Low 57.00 56.20 -0.80 -1.4% 55.65
Close 57.49 56.69 -0.80 -1.4% 59.33
Range 1.55 1.33 -0.22 -14.2% 3.85
ATR 2.44 2.37 -0.08 -3.3% 0.00
Volume 9,732 9,832 100 1.0% 48,530
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.80 60.07 57.42
R3 59.47 58.74 57.06
R2 58.14 58.14 56.93
R1 57.41 57.41 56.81 57.11
PP 56.81 56.81 56.81 56.66
S1 56.08 56.08 56.57 55.78
S2 55.48 55.48 56.45
S3 54.15 54.75 56.32
S4 52.82 53.42 55.96
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.71 68.37 61.45
R3 65.86 64.52 60.39
R2 62.01 62.01 60.04
R1 60.67 60.67 59.68 59.42
PP 58.16 58.16 58.16 57.53
S1 56.82 56.82 58.98 55.57
S2 54.31 54.31 58.62
S3 50.46 52.97 58.27
S4 46.61 49.12 57.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.50 55.65 3.85 6.8% 2.05 3.6% 27% False False 11,853
10 59.50 52.70 6.80 12.0% 2.02 3.6% 59% False False 12,614
20 59.50 52.31 7.19 12.7% 1.94 3.4% 61% False False 10,483
40 59.50 44.19 15.31 27.0% 2.23 3.9% 82% False False 9,525
60 59.50 44.19 15.31 27.0% 2.15 3.8% 82% False False 7,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 63.18
2.618 61.01
1.618 59.68
1.000 58.86
0.618 58.35
HIGH 57.53
0.618 57.02
0.500 56.87
0.382 56.71
LOW 56.20
0.618 55.38
1.000 54.87
1.618 54.05
2.618 52.72
4.250 50.55
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 56.87 57.60
PP 56.81 57.30
S1 56.75 56.99

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

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