NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 60.37 61.40 1.03 1.7% 59.22
High 62.01 62.31 0.30 0.5% 62.01
Low 59.91 59.30 -0.61 -1.0% 55.41
Close 61.38 60.67 -0.71 -1.2% 61.38
Range 2.10 3.01 0.91 43.3% 6.60
ATR 2.62 2.65 0.03 1.1% 0.00
Volume 25,233 15,297 -9,936 -39.4% 118,868
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.79 68.24 62.33
R3 66.78 65.23 61.50
R2 63.77 63.77 61.22
R1 62.22 62.22 60.95 61.49
PP 60.76 60.76 60.76 60.40
S1 59.21 59.21 60.39 58.48
S2 57.75 57.75 60.12
S3 54.74 56.20 59.84
S4 51.73 53.19 59.01
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 62.31 55.41 6.90 11.4% 2.69 4.4% 76% True False 23,835
10 62.31 55.41 6.90 11.4% 2.31 3.8% 76% True False 22,429
20 62.31 49.46 12.85 21.2% 2.51 4.1% 87% True False 22,949
40 62.31 46.14 16.17 26.7% 2.48 4.1% 90% True False 22,393
60 62.31 46.14 16.17 26.7% 2.43 4.0% 90% True False 21,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.10
2.618 70.19
1.618 67.18
1.000 65.32
0.618 64.17
HIGH 62.31
0.618 61.16
0.500 60.81
0.382 60.45
LOW 59.30
0.618 57.44
1.000 56.29
1.618 54.43
2.618 51.42
4.250 46.51
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 60.81 60.32
PP 60.76 59.96
S1 60.72 59.61

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

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