NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 53.51 53.56 0.05 0.1% 56.57
High 53.67 54.74 1.07 2.0% 56.57
Low 52.24 53.49 1.25 2.4% 52.14
Close 53.19 54.32 1.13 2.1% 55.12
Range 1.43 1.25 -0.18 -12.6% 4.43
ATR 2.18 2.13 -0.04 -2.1% 0.00
Volume 10,176 11,770 1,594 15.7% 59,305
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.93 57.38 55.01
R3 56.68 56.13 54.66
R2 55.43 55.43 54.55
R1 54.88 54.88 54.43 55.16
PP 54.18 54.18 54.18 54.32
S1 53.63 53.63 54.21 53.91
S2 52.93 52.93 54.09
S3 51.68 52.38 53.98
S4 50.43 51.13 53.63
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 55.30 51.96 3.34 6.1% 1.78 3.3% 71% False False 13,456
10 57.79 51.96 5.83 10.7% 1.73 3.2% 40% False False 11,616
20 59.50 51.96 7.54 13.9% 1.88 3.5% 31% False False 12,115
40 59.50 47.25 12.25 22.6% 2.03 3.7% 58% False False 10,522
60 59.50 44.19 15.31 28.2% 2.10 3.9% 66% False False 9,171
80 61.90 44.19 17.71 32.6% 2.06 3.8% 57% False False 7,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 60.05
2.618 58.01
1.618 56.76
1.000 55.99
0.618 55.51
HIGH 54.74
0.618 54.26
0.500 54.12
0.382 53.97
LOW 53.49
0.618 52.72
1.000 52.24
1.618 51.47
2.618 50.22
4.250 48.18
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 54.25 54.00
PP 54.18 53.67
S1 54.12 53.35

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

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