NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 60.20 58.79 -1.41 -2.3% 56.95
High 60.20 59.00 -1.20 -2.0% 59.69
Low 57.70 57.69 -0.01 0.0% 53.70
Close 58.88 57.98 -0.90 -1.5% 59.66
Range 2.50 1.31 -1.19 -47.6% 5.99
ATR 2.28 2.21 -0.07 -3.0% 0.00
Volume 5,885 6,210 325 5.5% 38,992
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.15 61.38 58.70
R3 60.84 60.07 58.34
R2 59.53 59.53 58.22
R1 58.76 58.76 58.10 58.49
PP 58.22 58.22 58.22 58.09
S1 57.45 57.45 57.86 57.18
S2 56.91 56.91 57.74
S3 55.60 56.14 57.62
S4 54.29 54.83 57.26
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 11.2% 1.49 2.6% 66% False False 7,733
10 60.20 53.70 6.50 11.2% 1.54 2.7% 66% False False 6,828
20 60.27 48.64 11.63 20.1% 1.76 3.0% 80% False False 6,461
40 60.27 45.06 15.21 26.2% 1.69 2.9% 85% False False 5,883
60 60.27 45.06 15.21 26.2% 1.56 2.7% 85% False False 5,038
Crabel Price Patterns
NR True
NR4 False
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.57
2.618 62.43
1.618 61.12
1.000 60.31
0.618 59.81
HIGH 59.00
0.618 58.50
0.500 58.35
0.382 58.19
LOW 57.69
0.618 56.88
1.000 56.38
1.618 55.57
2.618 54.26
4.250 52.12
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 58.35 58.95
PP 58.22 58.62
S1 58.10 58.30

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

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