NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 58.90 60.20 1.30 2.2% 56.95
High 59.69 60.20 0.51 0.9% 59.69
Low 58.32 57.70 -0.62 -1.1% 53.70
Close 59.66 58.88 -0.78 -1.3% 59.66
Range 1.37 2.50 1.13 82.5% 5.99
ATR 2.26 2.28 0.02 0.7% 0.00
Volume 10,760 5,885 -4,875 -45.3% 38,992
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 66.43 65.15 60.26
R3 63.93 62.65 59.57
R2 61.43 61.43 59.34
R1 60.15 60.15 59.11 59.54
PP 58.93 58.93 58.93 58.62
S1 57.65 57.65 58.65 57.04
S2 56.43 56.43 58.42
S3 53.93 55.15 58.19
S4 51.43 52.65 57.51
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 75.65 73.65 62.95
R3 69.66 67.66 61.31
R2 63.67 63.67 60.76
R1 61.67 61.67 60.21 62.67
PP 57.68 57.68 57.68 58.19
S1 55.68 55.68 59.11 56.68
S2 51.69 51.69 58.56
S3 45.70 49.69 58.01
S4 39.71 43.70 56.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.20 53.70 6.50 11.0% 1.61 2.7% 80% True False 7,804
10 60.20 53.70 6.50 11.0% 1.49 2.5% 80% True False 6,908
20 60.27 48.64 11.63 19.8% 1.78 3.0% 88% False False 6,557
40 60.27 45.06 15.21 25.8% 1.69 2.9% 91% False False 5,846
60 60.27 45.06 15.21 25.8% 1.55 2.6% 91% False False 4,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 70.83
2.618 66.75
1.618 64.25
1.000 62.70
0.618 61.75
HIGH 60.20
0.618 59.25
0.500 58.95
0.382 58.66
LOW 57.70
0.618 56.16
1.000 55.20
1.618 53.66
2.618 51.16
4.250 47.08
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 58.95 58.95
PP 58.93 58.93
S1 58.90 58.90

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

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