NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 54.03 54.78 0.75 1.4% 57.70
High 54.28 55.77 1.49 2.7% 57.70
Low 53.25 54.72 1.47 2.8% 53.18
Close 54.17 55.30 1.13 2.1% 56.03
Range 1.03 1.05 0.02 1.9% 4.52
ATR 1.96 1.93 -0.03 -1.3% 0.00
Volume 6,099 4,966 -1,133 -18.6% 36,101
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.41 57.91 55.88
R3 57.36 56.86 55.59
R2 56.31 56.31 55.49
R1 55.81 55.81 55.40 56.06
PP 55.26 55.26 55.26 55.39
S1 54.76 54.76 55.20 55.01
S2 54.21 54.21 55.11
S3 53.16 53.71 55.01
S4 52.11 52.66 54.72
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 5.8% 1.26 2.3% 72% False False 7,070
10 58.70 53.00 5.70 10.3% 1.43 2.6% 40% False False 6,632
20 60.45 53.00 7.45 13.5% 1.55 2.8% 31% False False 7,098
40 60.45 48.64 11.81 21.4% 1.66 3.0% 56% False False 6,599
60 60.45 45.06 15.39 27.8% 1.62 2.9% 67% False False 5,908
80 61.35 45.06 16.29 29.5% 1.53 2.8% 63% False False 5,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.23
2.618 58.52
1.618 57.47
1.000 56.82
0.618 56.42
HIGH 55.77
0.618 55.37
0.500 55.25
0.382 55.12
LOW 54.72
0.618 54.07
1.000 53.67
1.618 53.02
2.618 51.97
4.250 50.26
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 55.28 55.00
PP 55.26 54.69
S1 55.25 54.39

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

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