NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 57.30 56.80 -0.50 -0.9% 58.39
High 57.57 57.79 0.22 0.4% 59.00
Low 56.75 56.56 -0.19 -0.3% 56.20
Close 57.06 57.22 0.16 0.3% 57.22
Range 0.82 1.23 0.41 50.0% 2.80
ATR 2.26 2.19 -0.07 -3.3% 0.00
Volume 7,504 9,559 2,055 27.4% 48,233
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.88 60.28 57.90
R3 59.65 59.05 57.56
R2 58.42 58.42 57.45
R1 57.82 57.82 57.33 58.12
PP 57.19 57.19 57.19 57.34
S1 56.59 56.59 57.11 56.89
S2 55.96 55.96 56.99
S3 54.73 55.36 56.88
S4 53.50 54.13 56.54
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.87 64.35 58.76
R3 63.07 61.55 57.99
R2 60.27 60.27 57.73
R1 58.75 58.75 57.48 58.11
PP 57.47 57.47 57.47 57.16
S1 55.95 55.95 56.96 55.31
S2 54.67 54.67 56.71
S3 51.87 53.15 56.45
S4 49.07 50.35 55.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.00 56.20 2.80 4.9% 1.51 2.6% 36% False False 9,646
10 59.50 55.65 3.85 6.7% 1.83 3.2% 41% False False 11,190
20 59.50 52.70 6.80 11.9% 1.79 3.1% 66% False False 10,181
40 59.50 44.76 14.74 25.8% 2.16 3.8% 85% False False 9,581
60 59.50 44.19 15.31 26.8% 2.12 3.7% 85% False False 8,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.02
2.618 61.01
1.618 59.78
1.000 59.02
0.618 58.55
HIGH 57.79
0.618 57.32
0.500 57.18
0.382 57.03
LOW 56.56
0.618 55.80
1.000 55.33
1.618 54.57
2.618 53.34
4.250 51.33
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 57.21 57.15
PP 57.19 57.07
S1 57.18 57.00

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

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