NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 56.74 55.26 -1.48 -2.6% 59.12
High 56.95 55.57 -1.38 -2.4% 61.22
Low 55.16 54.52 -0.64 -1.2% 58.55
Close 56.79 55.65 -1.14 -2.0% 59.35
Range 1.79 1.05 -0.74 -41.3% 2.67
ATR 2.15 2.16 0.01 0.4% 0.00
Volume 4,564 5,792 1,228 26.9% 26,508
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.40 58.07 56.23
R3 57.35 57.02 55.94
R2 56.30 56.30 55.84
R1 55.97 55.97 55.75 56.14
PP 55.25 55.25 55.25 55.33
S1 54.92 54.92 55.55 55.09
S2 54.20 54.20 55.46
S3 53.15 53.87 55.36
S4 52.10 52.82 55.07
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 67.72 66.20 60.82
R3 65.05 63.53 60.08
R2 62.38 62.38 59.84
R1 60.86 60.86 59.59 61.62
PP 59.71 59.71 59.71 60.09
S1 58.19 58.19 59.11 58.95
S2 57.04 57.04 58.86
S3 54.37 55.52 58.62
S4 51.70 52.85 57.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.85 54.52 6.33 11.4% 1.38 2.5% 18% False True 4,439
10 61.22 54.52 6.70 12.0% 1.53 2.7% 17% False True 5,118
20 61.22 49.00 12.22 22.0% 1.76 3.2% 54% False False 4,756
40 61.22 45.87 15.35 27.6% 1.71 3.1% 64% False False 4,363
60 63.22 45.87 17.35 31.2% 1.55 2.8% 56% False False 3,943
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.03
2.618 58.32
1.618 57.27
1.000 56.62
0.618 56.22
HIGH 55.57
0.618 55.17
0.500 55.05
0.382 54.92
LOW 54.52
0.618 53.87
1.000 53.47
1.618 52.82
2.618 51.77
4.250 50.06
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 55.45 56.53
PP 55.25 56.23
S1 55.05 55.94

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

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