NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 56.80 56.57 -0.23 -0.4% 58.39
High 57.79 56.57 -1.22 -2.1% 59.00
Low 56.56 53.45 -3.11 -5.5% 56.20
Close 57.22 53.65 -3.57 -6.2% 57.22
Range 1.23 3.12 1.89 153.7% 2.80
ATR 2.19 2.30 0.11 5.2% 0.00
Volume 9,559 5,402 -4,157 -43.5% 48,233
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.92 61.90 55.37
R3 60.80 58.78 54.51
R2 57.68 57.68 54.22
R1 55.66 55.66 53.94 55.11
PP 54.56 54.56 54.56 54.28
S1 52.54 52.54 53.36 51.99
S2 51.44 51.44 53.08
S3 48.32 49.42 52.79
S4 45.20 46.30 51.93
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 58.55 53.45 5.10 9.5% 1.61 3.0% 4% False True 8,405
10 59.50 53.45 6.05 11.3% 1.97 3.7% 3% False True 10,216
20 59.50 52.70 6.80 12.7% 1.88 3.5% 14% False False 9,985
40 59.50 45.32 14.18 26.4% 2.19 4.1% 59% False False 9,593
60 59.50 44.19 15.31 28.5% 2.15 4.0% 62% False False 8,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 69.83
2.618 64.74
1.618 61.62
1.000 59.69
0.618 58.50
HIGH 56.57
0.618 55.38
0.500 55.01
0.382 54.64
LOW 53.45
0.618 51.52
1.000 50.33
1.618 48.40
2.618 45.28
4.250 40.19
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 55.01 55.62
PP 54.56 54.96
S1 54.10 54.31

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

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