NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 56.75 57.30 0.55 1.0% 59.35
High 57.53 57.57 0.04 0.1% 59.50
Low 56.20 56.75 0.55 1.0% 55.65
Close 56.69 57.06 0.37 0.7% 59.33
Range 1.33 0.82 -0.51 -38.3% 3.85
ATR 2.37 2.26 -0.11 -4.5% 0.00
Volume 9,832 7,504 -2,328 -23.7% 48,530
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.59 59.14 57.51
R3 58.77 58.32 57.29
R2 57.95 57.95 57.21
R1 57.50 57.50 57.14 57.32
PP 57.13 57.13 57.13 57.03
S1 56.68 56.68 56.98 56.50
S2 56.31 56.31 56.91
S3 55.49 55.86 56.83
S4 54.67 55.04 56.61
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 56.20 3.30 5.8% 1.60 2.8% 26% False False 10,318
10 59.50 55.56 3.94 6.9% 1.99 3.5% 38% False False 11,512
20 59.50 52.70 6.80 11.9% 1.85 3.2% 64% False False 10,228
40 59.50 44.19 15.31 26.8% 2.20 3.9% 84% False False 9,509
60 59.50 44.19 15.31 26.8% 2.13 3.7% 84% False False 8,029
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 61.06
2.618 59.72
1.618 58.90
1.000 58.39
0.618 58.08
HIGH 57.57
0.618 57.26
0.500 57.16
0.382 57.06
LOW 56.75
0.618 56.24
1.000 55.93
1.618 55.42
2.618 54.60
4.250 53.27
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 57.16 57.38
PP 57.13 57.27
S1 57.09 57.17

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

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