NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 60.76 59.23 -1.53 -2.5% 59.22
High 61.41 61.51 0.10 0.2% 62.01
Low 59.31 58.00 -1.31 -2.2% 55.41
Close 59.71 59.97 0.26 0.4% 61.38
Range 2.10 3.51 1.41 67.1% 6.60
ATR 2.61 2.67 0.06 2.5% 0.00
Volume 17,565 17,930 365 2.1% 118,868
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.36 68.67 61.90
R3 66.85 65.16 60.94
R2 63.34 63.34 60.61
R1 61.65 61.65 60.29 62.50
PP 59.83 59.83 59.83 60.25
S1 58.14 58.14 59.65 58.99
S2 56.32 56.32 59.33
S3 52.81 54.63 59.00
S4 49.30 51.12 58.04
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 56.91 5.40 9.0% 3.01 5.0% 57% False False 20,506
10 62.31 55.41 6.90 11.5% 2.56 4.3% 66% False False 21,247
20 62.31 49.66 12.65 21.1% 2.56 4.3% 82% False False 22,192
40 62.31 46.14 16.17 27.0% 2.49 4.2% 86% False False 22,227
60 62.31 46.14 16.17 27.0% 2.46 4.1% 86% False False 21,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.43
2.618 70.70
1.618 67.19
1.000 65.02
0.618 63.68
HIGH 61.51
0.618 60.17
0.500 59.76
0.382 59.34
LOW 58.00
0.618 55.83
1.000 54.49
1.618 52.32
2.618 48.81
4.250 43.08
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 59.90 60.16
PP 59.83 60.09
S1 59.76 60.03

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

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