NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 59.23 57.80 -1.43 -2.4% 60.20
High 59.43 58.30 -1.13 -1.9% 60.45
Low 58.01 57.27 -0.74 -1.3% 56.62
Close 58.39 57.60 -0.79 -1.4% 60.23
Range 1.42 1.03 -0.39 -27.5% 3.83
ATR 2.25 2.17 -0.08 -3.6% 0.00
Volume 5,568 5,548 -20 -0.4% 30,517
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.81 60.24 58.17
R3 59.78 59.21 57.88
R2 58.75 58.75 57.79
R1 58.18 58.18 57.69 57.95
PP 57.72 57.72 57.72 57.61
S1 57.15 57.15 57.51 56.92
S2 56.69 56.69 57.41
S3 55.66 56.12 57.32
S4 54.63 55.09 57.03
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% 1.87 3.3% 26% False False 7,394
10 60.45 53.70 6.75 11.7% 1.68 2.9% 58% False False 7,564
20 60.45 53.01 7.44 12.9% 1.69 2.9% 62% False False 6,955
40 60.45 45.06 15.39 26.7% 1.74 3.0% 81% False False 6,231
60 60.45 45.06 15.39 26.7% 1.62 2.8% 81% False False 5,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 62.68
2.618 61.00
1.618 59.97
1.000 59.33
0.618 58.94
HIGH 58.30
0.618 57.91
0.500 57.79
0.382 57.66
LOW 57.27
0.618 56.63
1.000 56.24
1.618 55.60
2.618 54.57
4.250 52.89
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 57.79 58.50
PP 57.72 58.20
S1 57.66 57.90

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

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