NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 59.45 59.50 0.05 0.1% 61.41
High 60.46 59.56 -0.90 -1.5% 61.86
Low 59.18 56.35 -2.83 -4.8% 58.85
Close 59.67 56.53 -3.14 -5.3% 59.67
Range 1.28 3.21 1.93 150.8% 3.01
ATR 2.38 2.45 0.07 2.8% 0.00
Volume 11,449 13,175 1,726 15.1% 73,717
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.11 65.03 58.30
R3 63.90 61.82 57.41
R2 60.69 60.69 57.12
R1 58.61 58.61 56.82 58.05
PP 57.48 57.48 57.48 57.20
S1 55.40 55.40 56.24 54.84
S2 54.27 54.27 55.94
S3 51.06 52.19 55.65
S4 47.85 48.98 54.76
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 61.41 56.35 5.06 9.0% 1.89 3.4% 4% False True 13,336
10 62.31 56.35 5.96 10.5% 2.32 4.1% 3% False True 15,964
20 62.31 55.41 6.90 12.2% 2.29 4.0% 16% False False 19,593
40 62.31 47.81 14.50 25.7% 2.42 4.3% 60% False False 21,134
60 62.31 46.14 16.17 28.6% 2.41 4.3% 64% False False 20,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.20
2.618 67.96
1.618 64.75
1.000 62.77
0.618 61.54
HIGH 59.56
0.618 58.33
0.500 57.96
0.382 57.58
LOW 56.35
0.618 54.37
1.000 53.14
1.618 51.16
2.618 47.95
4.250 42.71
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 57.96 58.41
PP 57.48 57.78
S1 57.01 57.16

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

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