NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 58.27 60.50 2.23 3.8% 58.53
High 60.28 60.65 0.37 0.6% 60.52
Low 57.80 59.93 2.13 3.7% 54.52
Close 59.08 61.07 1.99 3.4% 60.52
Range 2.48 0.72 -1.76 -71.0% 6.00
ATR 2.17 2.13 -0.04 -2.0% 0.00
Volume 5,536 5,619 83 1.5% 28,332
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.71 62.61 61.47
R3 61.99 61.89 61.27
R2 61.27 61.27 61.20
R1 61.17 61.17 61.14 61.22
PP 60.55 60.55 60.55 60.58
S1 60.45 60.45 61.00 60.50
S2 59.83 59.83 60.94
S3 59.11 59.73 60.87
S4 58.39 59.01 60.67
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 76.52 74.52 63.82
R3 70.52 68.52 62.17
R2 64.52 64.52 61.62
R1 62.52 62.52 61.07 63.52
PP 58.52 58.52 58.52 59.02
S1 56.52 56.52 59.97 57.52
S2 52.52 52.52 59.42
S3 46.52 50.52 58.87
S4 40.52 44.52 57.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.65 57.80 2.85 4.7% 1.24 2.0% 115% True False 5,173
10 60.65 54.52 6.13 10.0% 1.39 2.3% 107% True False 5,027
20 61.22 50.25 10.97 18.0% 1.61 2.6% 99% False False 4,937
40 61.22 45.87 15.35 25.1% 1.68 2.8% 99% False False 4,725
60 61.22 45.87 15.35 25.1% 1.55 2.5% 99% False False 4,192
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.71
2.618 62.53
1.618 61.81
1.000 61.37
0.618 61.09
HIGH 60.65
0.618 60.37
0.500 60.29
0.382 60.21
LOW 59.93
0.618 59.49
1.000 59.21
1.618 58.77
2.618 58.05
4.250 56.87
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 60.81 60.46
PP 60.55 59.84
S1 60.29 59.23

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

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