NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 59.73 59.45 -0.28 -0.5% 61.41
High 60.30 60.46 0.16 0.3% 61.86
Low 58.99 59.18 0.19 0.3% 58.85
Close 59.68 59.67 -0.01 0.0% 59.67
Range 1.31 1.28 -0.03 -2.3% 3.01
ATR 2.46 2.38 -0.08 -3.4% 0.00
Volume 15,075 11,449 -3,626 -24.1% 73,717
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.61 62.92 60.37
R3 62.33 61.64 60.02
R2 61.05 61.05 59.90
R1 60.36 60.36 59.79 60.71
PP 59.77 59.77 59.77 59.94
S1 59.08 59.08 59.55 59.43
S2 58.49 58.49 59.44
S3 57.21 57.80 59.32
S4 55.93 56.52 58.97
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.16 67.42 61.33
R3 66.15 64.41 60.50
R2 63.14 63.14 60.22
R1 61.40 61.40 59.95 60.77
PP 60.13 60.13 60.13 59.81
S1 58.39 58.39 59.39 57.76
S2 57.12 57.12 59.12
S3 54.11 55.38 58.84
S4 51.10 52.37 58.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.86 58.85 3.01 5.0% 1.84 3.1% 27% False False 14,743
10 62.31 58.00 4.31 7.2% 2.20 3.7% 39% False False 17,170
20 62.31 55.41 6.90 11.6% 2.21 3.7% 62% False False 20,302
40 62.31 47.19 15.12 25.3% 2.39 4.0% 83% False False 21,553
60 62.31 46.14 16.17 27.1% 2.39 4.0% 84% False False 21,062
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 65.90
2.618 63.81
1.618 62.53
1.000 61.74
0.618 61.25
HIGH 60.46
0.618 59.97
0.500 59.82
0.382 59.67
LOW 59.18
0.618 58.39
1.000 57.90
1.618 57.11
2.618 55.83
4.250 53.74
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 59.82 59.68
PP 59.77 59.68
S1 59.72 59.67

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

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