NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 54.04 54.03 -0.01 0.0% 57.70
High 55.21 54.28 -0.93 -1.7% 57.70
Low 53.00 53.25 0.25 0.5% 53.18
Close 54.73 54.17 -0.56 -1.0% 56.03
Range 2.21 1.03 -1.18 -53.4% 4.52
ATR 1.99 1.96 -0.04 -1.8% 0.00
Volume 9,200 6,099 -3,101 -33.7% 36,101
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.99 56.61 54.74
R3 55.96 55.58 54.45
R2 54.93 54.93 54.36
R1 54.55 54.55 54.26 54.74
PP 53.90 53.90 53.90 54.00
S1 53.52 53.52 54.08 53.71
S2 52.87 52.87 53.98
S3 51.84 52.49 53.89
S4 50.81 51.46 53.60
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.20 67.13 58.52
R3 64.68 62.61 57.27
R2 60.16 60.16 56.86
R1 58.09 58.09 56.44 56.87
PP 55.64 55.64 55.64 55.02
S1 53.57 53.57 55.62 52.35
S2 51.12 51.12 55.20
S3 46.60 49.05 54.79
S4 42.08 44.53 53.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.18 53.00 3.18 5.9% 1.21 2.2% 37% False False 8,330
10 58.70 53.00 5.70 10.5% 1.43 2.6% 21% False False 6,690
20 60.45 53.00 7.45 13.8% 1.60 3.0% 16% False False 7,178
40 60.45 46.50 13.95 25.8% 1.68 3.1% 55% False False 6,565
60 60.45 45.06 15.39 28.4% 1.62 3.0% 59% False False 5,876
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.66
2.618 56.98
1.618 55.95
1.000 55.31
0.618 54.92
HIGH 54.28
0.618 53.89
0.500 53.77
0.382 53.64
LOW 53.25
0.618 52.61
1.000 52.22
1.618 51.58
2.618 50.55
4.250 48.87
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 54.04 54.59
PP 53.90 54.45
S1 53.77 54.31

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

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