NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 60.50 60.30 -0.20 -0.3% 59.02
High 60.65 60.30 -0.35 -0.6% 60.65
Low 59.93 58.15 -1.78 -3.0% 57.80
Close 61.07 59.52 -1.55 -2.5% 61.07
Range 0.72 2.15 1.43 198.6% 2.85
ATR 2.13 2.19 0.06 2.7% 0.00
Volume 5,619 6,907 1,288 22.9% 18,452
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.77 64.80 60.70
R3 63.62 62.65 60.11
R2 61.47 61.47 59.91
R1 60.50 60.50 59.72 59.91
PP 59.32 59.32 59.32 59.03
S1 58.35 58.35 59.32 57.76
S2 57.17 57.17 59.13
S3 55.02 56.20 58.93
S4 52.87 54.05 58.34
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 68.39 67.58 62.64
R3 65.54 64.73 61.85
R2 62.69 62.69 61.59
R1 61.88 61.88 61.33 62.29
PP 59.84 59.84 59.84 60.04
S1 59.03 59.03 60.81 59.44
S2 56.99 56.99 60.55
S3 54.14 56.18 60.29
S4 51.29 53.33 59.50
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 4.8% 1.42 2.4% 60% False False 5,071
10 60.65 54.52 6.13 10.3% 1.55 2.6% 82% False False 5,369
20 61.22 50.25 10.97 18.4% 1.66 2.8% 85% False False 5,126
40 61.22 45.87 15.35 25.8% 1.72 2.9% 89% False False 4,838
60 61.22 45.87 15.35 25.8% 1.57 2.6% 89% False False 4,236
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.44
2.618 65.93
1.618 63.78
1.000 62.45
0.618 61.63
HIGH 60.30
0.618 59.48
0.500 59.23
0.382 58.97
LOW 58.15
0.618 56.82
1.000 56.00
1.618 54.67
2.618 52.52
4.250 49.01
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 59.42 59.42
PP 59.32 59.32
S1 59.23 59.23

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

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