NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 56.04 54.41 -1.63 -2.9% 58.75
High 56.11 54.80 -1.31 -2.3% 60.27
Low 54.17 53.70 -0.47 -0.9% 57.71
Close 55.85 54.74 -1.11 -2.0% 58.52
Range 1.94 1.10 -0.84 -43.3% 2.56
ATR 2.17 2.17 0.00 -0.1% 0.00
Volume 6,564 7,184 620 9.4% 30,084
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.71 57.33 55.35
R3 56.61 56.23 55.04
R2 55.51 55.51 54.94
R1 55.13 55.13 54.84 55.32
PP 54.41 54.41 54.41 54.51
S1 54.03 54.03 54.64 54.22
S2 53.31 53.31 54.54
S3 52.21 52.93 54.44
S4 51.11 51.83 54.14
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.51 65.08 59.93
R3 63.95 62.52 59.22
R2 61.39 61.39 58.99
R1 59.96 59.96 58.75 59.40
PP 58.83 58.83 58.83 58.55
S1 57.40 57.40 58.29 56.84
S2 56.27 56.27 58.05
S3 53.71 54.84 57.82
S4 51.15 52.28 57.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.88 53.70 6.18 11.3% 1.53 2.8% 17% False True 5,817
10 60.27 53.70 6.57 12.0% 1.54 2.8% 16% False True 6,262
20 60.27 48.64 11.63 21.2% 1.75 3.2% 52% False False 6,215
40 60.27 45.06 15.21 27.8% 1.67 3.1% 64% False False 5,439
60 61.35 45.06 16.29 29.8% 1.52 2.8% 59% False False 4,690
Crabel Price Patterns
NR True
NR4 True
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.48
2.618 57.68
1.618 56.58
1.000 55.90
0.618 55.48
HIGH 54.80
0.618 54.38
0.500 54.25
0.382 54.12
LOW 53.70
0.618 53.02
1.000 52.60
1.618 51.92
2.618 50.82
4.250 49.03
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 54.58 55.36
PP 54.41 55.15
S1 54.25 54.95

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

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