NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 56.02 55.11 -0.91 -1.6% 56.99
High 56.15 55.24 -0.91 -1.6% 57.41
Low 54.20 54.71 0.51 0.9% 54.25
Close 55.71 55.15 -0.56 -1.0% 56.93
Range 1.95 0.53 -1.42 -72.8% 3.16
ATR 1.86 1.79 -0.06 -3.3% 0.00
Volume 6,146 5,423 -723 -11.8% 19,818
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.62 56.42 55.44
R3 56.09 55.89 55.30
R2 55.56 55.56 55.25
R1 55.36 55.36 55.20 55.46
PP 55.03 55.03 55.03 55.09
S1 54.83 54.83 55.10 54.93
S2 54.50 54.50 55.05
S3 53.97 54.30 55.00
S4 53.44 53.77 54.86
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% 1.24 2.2% 34% False False 5,144
10 59.50 54.20 5.30 9.6% 1.18 2.1% 18% False False 3,970
20 60.65 54.20 6.45 11.7% 1.28 2.3% 15% False False 4,599
40 61.22 47.48 13.74 24.9% 1.53 2.8% 56% False False 4,615
60 61.22 45.87 15.35 27.8% 1.53 2.8% 60% False False 4,351
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 57.49
2.618 56.63
1.618 56.10
1.000 55.77
0.618 55.57
HIGH 55.24
0.618 55.04
0.500 54.98
0.382 54.91
LOW 54.71
0.618 54.38
1.000 54.18
1.618 53.85
2.618 53.32
4.250 52.46
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 55.09 55.59
PP 55.03 55.44
S1 54.98 55.30

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

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