NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 61.40 60.76 -0.64 -1.0% 59.22
High 62.31 61.41 -0.90 -1.4% 62.01
Low 59.30 59.31 0.01 0.0% 55.41
Close 60.67 59.71 -0.96 -1.6% 61.38
Range 3.01 2.10 -0.91 -30.2% 6.60
ATR 2.65 2.61 -0.04 -1.5% 0.00
Volume 15,297 17,565 2,268 14.8% 118,868
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 66.44 65.18 60.87
R3 64.34 63.08 60.29
R2 62.24 62.24 60.10
R1 60.98 60.98 59.90 60.56
PP 60.14 60.14 60.14 59.94
S1 58.88 58.88 59.52 58.46
S2 58.04 58.04 59.33
S3 55.94 56.78 59.13
S4 53.84 54.68 58.56
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 11.6% 2.65 4.4% 62% False False 22,692
10 62.31 55.41 6.90 11.6% 2.39 4.0% 62% False False 21,972
20 62.31 49.46 12.85 21.5% 2.51 4.2% 80% False False 22,524
40 62.31 46.14 16.17 27.1% 2.48 4.2% 84% False False 22,165
60 62.31 46.14 16.17 27.1% 2.44 4.1% 84% False False 21,242
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 False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.34
2.618 66.91
1.618 64.81
1.000 63.51
0.618 62.71
HIGH 61.41
0.618 60.61
0.500 60.36
0.382 60.11
LOW 59.31
0.618 58.01
1.000 57.21
1.618 55.91
2.618 53.81
4.250 50.39
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 60.36 60.81
PP 60.14 60.44
S1 59.93 60.08

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

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