NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 60.21 59.31 -0.90 -1.5% 61.40
High 61.41 60.51 -0.90 -1.5% 62.31
Low 59.40 58.85 -0.55 -0.9% 58.00
Close 60.03 59.25 -0.78 -1.3% 61.91
Range 2.01 1.66 -0.35 -17.4% 4.31
ATR 2.62 2.55 -0.07 -2.6% 0.00
Volume 14,129 12,855 -1,274 -9.0% 72,756
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.52 63.54 60.16
R3 62.86 61.88 59.71
R2 61.20 61.20 59.55
R1 60.22 60.22 59.40 59.88
PP 59.54 59.54 59.54 59.37
S1 58.56 58.56 59.10 58.22
S2 57.88 57.88 58.95
S3 56.22 56.90 58.79
S4 54.56 55.24 58.34
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 73.67 72.10 64.28
R3 69.36 67.79 63.10
R2 65.05 65.05 62.70
R1 63.48 63.48 62.31 64.27
PP 60.74 60.74 60.74 61.13
S1 59.17 59.17 61.51 59.96
S2 56.43 56.43 61.12
S3 52.12 54.86 60.72
S4 47.81 50.55 59.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.25 58.00 4.25 7.2% 2.45 4.1% 29% False False 17,417
10 62.31 55.41 6.90 11.6% 2.55 4.3% 56% False False 20,055
20 62.31 54.32 7.99 13.5% 2.40 4.1% 62% False False 21,441
40 62.31 46.14 16.17 27.3% 2.47 4.2% 81% False False 21,981
60 62.31 46.14 16.17 27.3% 2.43 4.1% 81% False False 21,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 67.57
2.618 64.86
1.618 63.20
1.000 62.17
0.618 61.54
HIGH 60.51
0.618 59.88
0.500 59.68
0.382 59.48
LOW 58.85
0.618 57.82
1.000 57.19
1.618 56.16
2.618 54.50
4.250 51.80
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 59.68 60.36
PP 59.54 59.99
S1 59.39 59.62

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

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