NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 56.00 56.58 0.58 1.0% 56.99
High 56.72 56.70 -0.02 0.0% 57.41
Low 55.68 56.02 0.34 0.6% 54.25
Close 56.28 56.41 0.13 0.2% 56.93
Range 1.04 0.68 -0.36 -34.6% 3.16
ATR 1.78 1.70 -0.08 -4.4% 0.00
Volume 3,298 6,123 2,825 85.7% 19,818
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.42 58.09 56.78
R3 57.74 57.41 56.60
R2 57.06 57.06 56.53
R1 56.73 56.73 56.47 56.56
PP 56.38 56.38 56.38 56.29
S1 56.05 56.05 56.35 55.88
S2 55.70 55.70 56.29
S3 55.02 55.37 56.22
S4 54.34 54.69 56.04
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 4.9% 1.22 2.2% 80% False False 4,978
10 59.50 54.20 5.30 9.4% 1.21 2.1% 42% False False 4,275
20 60.65 54.20 6.45 11.4% 1.22 2.2% 34% False False 4,552
40 61.22 49.00 12.22 21.7% 1.49 2.6% 61% False False 4,654
60 61.22 45.87 15.35 27.2% 1.55 2.7% 69% False False 4,426
80 63.22 45.87 17.35 30.8% 1.47 2.6% 61% False False 4,096
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.59
2.618 58.48
1.618 57.80
1.000 57.38
0.618 57.12
HIGH 56.70
0.618 56.44
0.500 56.36
0.382 56.28
LOW 56.02
0.618 55.60
1.000 55.34
1.618 54.92
2.618 54.24
4.250 53.13
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 56.39 56.18
PP 56.38 55.95
S1 56.36 55.72

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

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