NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 14-Apr-2009

Day Change Summary
	Previous	Current
	13-Apr-2009	14-Apr-2009	Change	Change %	Previous Week
Open	59.08	59.23	0.15	0.3%	60.20
High	59.72	59.43	-0.29	-0.5%	60.45
Low	57.40	58.01	0.61	1.1%	56.62
Close	58.73	58.39	-0.34	-0.6%	60.23
Range	2.32	1.42	-0.90	-38.8%	3.83
ATR	2.31	2.25	-0.06	-2.8%	0.00
Volume	7,435	5,568	-1,867	-25.1%	30,517

Daily Pivots for day following 14-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.87	62.05	59.17
R3	61.45	60.63	58.78
R2	60.03	60.03	58.65
R1	59.21	59.21	58.52	58.91
PP	58.61	58.61	58.61	58.46
S1	57.79	57.79	58.26	57.49
S2	57.19	57.19	58.13
S3	55.77	56.37	58.00
S4	54.35	54.95	57.61

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.59	69.24	62.34
R3	66.76	65.41	61.28
R2	62.93	62.93	60.93
R1	61.58	61.58	60.58	62.26
PP	59.10	59.10	59.10	59.44
S1	57.75	57.75	59.88	58.43
S2	55.27	55.27	59.53
S3	51.44	53.92	59.18
S4	47.61	50.09	58.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.45	56.62	3.83	6.6%	1.93	3.3%	46%	False	False	7,527
10	60.45	53.70	6.75	11.6%	1.77	3.0%	69%	False	False	7,665
20	60.45	52.34	8.11	13.9%	1.74	3.0%	75%	False	False	6,913
40	60.45	45.06	15.39	26.4%	1.75	3.0%	87%	False	False	6,244
60	60.45	45.06	15.39	26.4%	1.63	2.8%	87%	False	False	5,342

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	65.47
2.618	63.15
1.618	61.73
1.000	60.85
0.618	60.31
HIGH	59.43
0.618	58.89
0.500	58.72
0.382	58.55
LOW	58.01
0.618	57.13
1.000	56.59
1.618	55.71
2.618	54.29
4.250	51.98

Fisher Pivots for day following 14-Apr-2009
Pivot	1 day	3 day
R1	58.72	58.93
PP	58.61	58.75
S1	58.50	58.57

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols