NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 56.91 60.37 3.46 6.1% 59.22
High 61.25 62.01 0.76 1.2% 62.01
Low 56.91 59.91 3.00 5.3% 55.41
Close 60.97 61.38 0.41 0.7% 61.38
Range 4.34 2.10 -2.24 -51.6% 6.60
ATR 2.66 2.62 -0.04 -1.5% 0.00
Volume 26,508 25,233 -1,275 -4.8% 118,868
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.40 66.49 62.54
R3 65.30 64.39 61.96
R2 63.20 63.20 61.77
R1 62.29 62.29 61.57 62.75
PP 61.10 61.10 61.10 61.33
S1 60.19 60.19 61.19 60.65
S2 59.00 59.00 61.00
S3 56.90 58.09 60.80
S4 54.80 55.99 60.23
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 79.40 76.99 65.01
R3 72.80 70.39 63.20
R2 66.20 66.20 62.59
R1 63.79 63.79 61.99 65.00
PP 59.60 59.60 59.60 60.20
S1 57.19 57.19 60.78 58.40
S2 53.00 53.00 60.17
S3 46.40 50.59 59.57
S4 39.80 43.99 57.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.01 55.41 6.60 10.8% 2.66 4.3% 90% True False 23,773
10 62.13 55.41 6.72 10.9% 2.26 3.7% 89% False False 23,223
20 62.13 49.46 12.67 20.6% 2.50 4.1% 94% False False 23,173
40 62.13 46.14 15.99 26.1% 2.48 4.0% 95% False False 22,494
60 62.13 46.14 15.99 26.1% 2.42 3.9% 95% False False 21,212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.94
2.618 67.51
1.618 65.41
1.000 64.11
0.618 63.31
HIGH 62.01
0.618 61.21
0.500 60.96
0.382 60.71
LOW 59.91
0.618 58.61
1.000 57.81
1.618 56.51
2.618 54.41
4.250 50.99
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 61.24 60.49
PP 61.10 59.60
S1 60.96 58.71

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

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