NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 54.41 58.08 3.67 6.7% 58.75
High 54.80 59.21 4.41 8.0% 60.27
Low 53.70 58.06 4.36 8.1% 57.71
Close 54.74 59.20 4.46 8.1% 58.52
Range 1.10 1.15 0.05 4.5% 2.56
ATR 2.17 2.33 0.16 7.6% 0.00
Volume 7,184 8,630 1,446 20.1% 30,084
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.27 61.89 59.83
R3 61.12 60.74 59.52
R2 59.97 59.97 59.41
R1 59.59 59.59 59.31 59.78
PP 58.82 58.82 58.82 58.92
S1 58.44 58.44 59.09 58.63
S2 57.67 57.67 58.99
S3 56.52 57.29 58.88
S4 55.37 56.14 58.57
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 59.35 53.70 5.65 9.5% 1.58 2.7% 97% False False 6,529
10 60.27 53.70 6.57 11.1% 1.42 2.4% 84% False False 6,543
20 60.27 48.64 11.63 19.6% 1.75 3.0% 91% False False 6,408
40 60.27 45.06 15.21 25.7% 1.67 2.8% 93% False False 5,586
60 60.27 45.06 15.21 25.7% 1.54 2.6% 93% False False 4,797
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 False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.10
2.618 62.22
1.618 61.07
1.000 60.36
0.618 59.92
HIGH 59.21
0.618 58.77
0.500 58.64
0.382 58.50
LOW 58.06
0.618 57.35
1.000 56.91
1.618 56.20
2.618 55.05
4.250 53.17
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 59.01 58.29
PP 58.82 57.37
S1 58.64 56.46

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

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