NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 55.05 56.02 0.97 1.8% 56.99
High 56.97 56.15 -0.82 -1.4% 57.41
Low 55.05 54.20 -0.85 -1.5% 54.25
Close 56.93 55.71 -1.22 -2.1% 56.93
Range 1.92 1.95 0.03 1.6% 3.16
ATR 1.79 1.86 0.07 3.8% 0.00
Volume 3,900 6,146 2,246 57.6% 19,818
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.20 60.41 56.78
R3 59.25 58.46 56.25
R2 57.30 57.30 56.07
R1 56.51 56.51 55.89 55.93
PP 55.35 55.35 55.35 55.07
S1 54.56 54.56 55.53 53.98
S2 53.40 53.40 55.35
S3 51.45 52.61 55.17
S4 49.50 50.66 54.64
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.68 64.46 58.67
R3 62.52 61.30 57.80
R2 59.36 59.36 57.51
R1 58.14 58.14 57.22 57.17
PP 56.20 56.20 56.20 55.71
S1 54.98 54.98 56.64 54.01
S2 53.04 53.04 56.35
S3 49.88 51.82 56.06
S4 46.72 48.66 55.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.97 54.20 2.77 5.0% 1.46 2.6% 55% False True 4,814
10 59.99 54.20 5.79 10.4% 1.22 2.2% 26% False True 3,765
20 60.65 54.20 6.45 11.6% 1.38 2.5% 23% False True 4,567
40 61.22 47.48 13.74 24.7% 1.56 2.8% 60% False False 4,599
60 61.22 45.87 15.35 27.6% 1.54 2.8% 64% False False 4,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 64.44
2.618 61.26
1.618 59.31
1.000 58.10
0.618 57.36
HIGH 56.15
0.618 55.41
0.500 55.18
0.382 54.94
LOW 54.20
0.618 52.99
1.000 52.25
1.618 51.04
2.618 49.09
4.250 45.91
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 55.53 55.67
PP 55.35 55.63
S1 55.18 55.59

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

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