NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 59.02 56.99 -2.03 -3.4% 60.30
High 59.50 57.41 -2.09 -3.5% 60.30
Low 58.82 55.53 -3.29 -5.6% 58.14
Close 58.89 55.62 -3.27 -5.6% 58.89
Range 0.68 1.88 1.20 176.5% 2.16
ATR 1.83 1.94 0.11 6.0% 0.00
Volume 1,943 1,893 -50 -2.6% 18,601
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.83 60.60 56.65
R3 59.95 58.72 56.14
R2 58.07 58.07 55.96
R1 56.84 56.84 55.79 56.52
PP 56.19 56.19 56.19 56.02
S1 54.96 54.96 55.45 54.64
S2 54.31 54.31 55.28
S3 52.43 53.08 55.10
S4 50.55 51.20 54.59
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.59 64.40 60.08
R3 63.43 62.24 59.48
R2 61.27 61.27 59.29
R1 60.08 60.08 59.09 59.60
PP 59.11 59.11 59.11 58.87
S1 57.92 57.92 58.69 57.44
S2 56.95 56.95 58.49
S3 54.79 55.76 58.30
S4 52.63 53.60 57.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.99 55.53 4.46 8.0% 0.97 1.8% 2% False True 2,717
10 60.65 55.53 5.12 9.2% 1.20 2.2% 2% False True 3,894
20 61.22 54.52 6.70 12.0% 1.30 2.3% 16% False False 4,689
40 61.22 47.00 14.22 25.6% 1.61 2.9% 61% False False 4,655
60 61.22 45.87 15.35 27.6% 1.54 2.8% 64% False False 4,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.40
2.618 62.33
1.618 60.45
1.000 59.29
0.618 58.57
HIGH 57.41
0.618 56.69
0.500 56.47
0.382 56.25
LOW 55.53
0.618 54.37
1.000 53.65
1.618 52.49
2.618 50.61
4.250 47.54
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 56.47 57.52
PP 56.19 56.88
S1 55.90 56.25

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

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