NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 53.56 54.80 1.24 2.3% 56.57
High 54.74 54.99 0.25 0.5% 56.57
Low 53.49 53.57 0.08 0.1% 52.14
Close 54.32 54.45 0.13 0.2% 55.12
Range 1.25 1.42 0.17 13.6% 4.43
ATR 2.13 2.08 -0.05 -2.4% 0.00
Volume 11,770 16,218 4,448 37.8% 59,305
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.60 57.94 55.23
R3 57.18 56.52 54.84
R2 55.76 55.76 54.71
R1 55.10 55.10 54.58 54.72
PP 54.34 54.34 54.34 54.15
S1 53.68 53.68 54.32 53.30
S2 52.92 52.92 54.19
S3 51.50 52.26 54.06
S4 50.08 50.84 53.67
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% 1.81 3.3% 75% False False 13,858
10 57.79 51.96 5.83 10.7% 1.79 3.3% 43% False False 12,487
20 59.50 51.96 7.54 13.8% 1.89 3.5% 33% False False 11,999
40 59.50 47.85 11.65 21.4% 1.99 3.7% 57% False False 10,672
60 59.50 44.19 15.31 28.1% 2.12 3.9% 67% False False 9,384
80 61.90 44.19 17.71 32.5% 2.05 3.8% 58% False False 8,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.03
2.618 58.71
1.618 57.29
1.000 56.41
0.618 55.87
HIGH 54.99
0.618 54.45
0.500 54.28
0.382 54.11
LOW 53.57
0.618 52.69
1.000 52.15
1.618 51.27
2.618 49.85
4.250 47.54
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 54.39 54.17
PP 54.34 53.89
S1 54.28 53.62

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

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