NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 53.82 53.40 -0.42 -0.8% 58.39
High 54.25 53.69 -0.56 -1.0% 59.00
Low 52.14 52.54 0.40 0.8% 56.20
Close 53.51 53.49 -0.02 0.0% 57.22
Range 2.11 1.15 -0.96 -45.5% 2.80
ATR 2.29 2.20 -0.08 -3.5% 0.00
Volume 10,520 15,896 5,376 51.1% 48,233
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.69 56.24 54.12
R3 55.54 55.09 53.81
R2 54.39 54.39 53.70
R1 53.94 53.94 53.60 54.17
PP 53.24 53.24 53.24 53.35
S1 52.79 52.79 53.38 53.02
S2 52.09 52.09 53.28
S3 50.94 51.64 53.17
S4 49.79 50.49 52.86
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% 1.69 3.2% 24% False False 9,776
10 59.50 52.14 7.36 13.8% 1.87 3.5% 18% False False 10,814
20 59.50 52.14 7.36 13.8% 1.89 3.5% 18% False False 10,519
40 59.50 45.78 13.72 25.6% 2.18 4.1% 56% False False 9,906
60 59.50 44.19 15.31 28.6% 2.11 3.9% 61% False False 8,385
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.58
2.618 56.70
1.618 55.55
1.000 54.84
0.618 54.40
HIGH 53.69
0.618 53.25
0.500 53.12
0.382 52.98
LOW 52.54
0.618 51.83
1.000 51.39
1.618 50.68
2.618 49.53
4.250 47.65
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 53.37 54.36
PP 53.24 54.07
S1 53.12 53.78

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

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