NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 53.10 53.49 0.39 0.7% 56.57
High 53.92 55.30 1.38 2.6% 56.57
Low 52.65 52.91 0.26 0.5% 52.14
Close 53.50 55.12 1.62 3.0% 55.12
Range 1.27 2.39 1.12 88.2% 4.43
ATR 2.14 2.16 0.02 0.8% 0.00
Volume 14,208 13,279 -929 -6.5% 59,305
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.61 60.76 56.43
R3 59.22 58.37 55.78
R2 56.83 56.83 55.56
R1 55.98 55.98 55.34 56.41
PP 54.44 54.44 54.44 54.66
S1 53.59 53.59 54.90 54.02
S2 52.05 52.05 54.68
S3 49.66 51.20 54.46
S4 47.27 48.81 53.81
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.90 65.94 57.56
R3 63.47 61.51 56.34
R2 59.04 59.04 55.93
R1 57.08 57.08 55.53 55.85
PP 54.61 54.61 54.61 53.99
S1 52.65 52.65 54.71 51.42
S2 50.18 50.18 54.31
S3 45.75 48.22 53.90
S4 41.32 43.79 52.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.57 52.14 4.43 8.0% 2.01 3.6% 67% False False 11,861
10 59.00 52.14 6.86 12.4% 1.76 3.2% 43% False False 10,753
20 59.50 52.14 7.36 13.4% 1.92 3.5% 40% False False 11,065
40 59.50 45.78 13.72 24.9% 2.13 3.9% 68% False False 10,145
60 59.50 44.19 15.31 27.8% 2.08 3.8% 71% False False 8,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.46
2.618 61.56
1.618 59.17
1.000 57.69
0.618 56.78
HIGH 55.30
0.618 54.39
0.500 54.11
0.382 53.82
LOW 52.91
0.618 51.43
1.000 50.52
1.618 49.04
2.618 46.65
4.250 42.75
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 54.78 54.72
PP 54.44 54.32
S1 54.11 53.92

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

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