NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	57.80	58.20	0.40	0.7%	60.20
High	58.30	58.28	-0.02	0.0%	60.45
Low	57.27	57.60	0.33	0.6%	56.62
Close	57.60	57.97	0.37	0.6%	60.23
Range	1.03	0.68	-0.35	-34.0%	3.83
ATR	2.17	2.06	-0.11	-4.9%	0.00
Volume	5,548	5,413	-135	-2.4%	30,517

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.99	59.66	58.34
R3	59.31	58.98	58.16
R2	58.63	58.63	58.09
R1	58.30	58.30	58.03	58.13
PP	57.95	57.95	57.95	57.86
S1	57.62	57.62	57.91	57.45
S2	57.27	57.27	57.85
S3	56.59	56.94	57.78
S4	55.91	56.26	57.60

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	57.27	3.18	5.5%	1.39	2.4%	22%	False	False	6,276
10	60.45	56.62	3.83	6.6%	1.64	2.8%	35%	False	False	7,387
20	60.45	53.70	6.75	11.6%	1.59	2.7%	63%	False	False	6,824
40	60.45	45.81	14.64	25.3%	1.72	3.0%	83%	False	False	6,234
60	60.45	45.06	15.39	26.5%	1.61	2.8%	84%	False	False	5,448

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	61.17
2.618	60.06
1.618	59.38
1.000	58.96
0.618	58.70
HIGH	58.28
0.618	58.02
0.500	57.94
0.382	57.86
LOW	57.60
0.618	57.18
1.000	56.92
1.618	56.50
2.618	55.82
4.250	54.71

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	57.96	58.35
PP	57.95	58.22
S1	57.94	58.10

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