NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 56.57 53.82 -2.75 -4.9% 58.39
High 56.57 54.25 -2.32 -4.1% 59.00
Low 53.45 52.14 -1.31 -2.5% 56.20
Close 53.65 53.51 -0.14 -0.3% 57.22
Range 3.12 2.11 -1.01 -32.4% 2.80
ATR 2.30 2.29 -0.01 -0.6% 0.00
Volume 5,402 10,520 5,118 94.7% 48,233
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.63 58.68 54.67
R3 57.52 56.57 54.09
R2 55.41 55.41 53.90
R1 54.46 54.46 53.70 53.88
PP 53.30 53.30 53.30 53.01
S1 52.35 52.35 53.32 51.77
S2 51.19 51.19 53.12
S3 49.08 50.24 52.93
S4 46.97 48.13 52.35
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 57.79 52.14 5.65 10.6% 1.72 3.2% 24% False True 8,563
10 59.50 52.14 7.36 13.8% 1.89 3.5% 19% False True 10,169
20 59.50 52.14 7.36 13.8% 1.88 3.5% 19% False True 10,128
40 59.50 45.78 13.72 25.6% 2.18 4.1% 56% False False 9,691
60 59.50 44.19 15.31 28.6% 2.12 4.0% 61% False False 8,196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.22
2.618 59.77
1.618 57.66
1.000 56.36
0.618 55.55
HIGH 54.25
0.618 53.44
0.500 53.20
0.382 52.95
LOW 52.14
0.618 50.84
1.000 50.03
1.618 48.73
2.618 46.62
4.250 43.17
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 53.41 54.97
PP 53.30 54.48
S1 53.20 54.00

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

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