NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 56.64 56.61 -0.03 -0.1% 61.41
High 57.19 56.68 -0.51 -0.9% 61.86
Low 54.95 55.57 0.62 1.1% 58.85
Close 56.42 56.48 0.06 0.1% 59.67
Range 2.24 1.11 -1.13 -50.4% 3.01
ATR 2.43 2.34 -0.09 -3.9% 0.00
Volume 18,258 20,709 2,451 13.4% 73,717
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.57 59.14 57.09
R3 58.46 58.03 56.79
R2 57.35 57.35 56.68
R1 56.92 56.92 56.58 56.58
PP 56.24 56.24 56.24 56.08
S1 55.81 55.81 56.38 55.47
S2 55.13 55.13 56.28
S3 54.02 54.70 56.17
S4 52.91 53.59 55.87
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 60.46 54.95 5.51 9.8% 1.83 3.2% 28% False False 15,733
10 62.25 54.95 7.30 12.9% 2.14 3.8% 21% False False 16,575
20 62.31 54.95 7.36 13.0% 2.27 4.0% 21% False False 19,273
40 62.31 48.00 14.31 25.3% 2.40 4.2% 59% False False 21,218
60 62.31 46.14 16.17 28.6% 2.36 4.2% 64% False False 20,670
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 61.40
2.618 59.59
1.618 58.48
1.000 57.79
0.618 57.37
HIGH 56.68
0.618 56.26
0.500 56.13
0.382 55.99
LOW 55.57
0.618 54.88
1.000 54.46
1.618 53.77
2.618 52.66
4.250 50.85
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 56.36 57.26
PP 56.24 57.00
S1 56.13 56.74

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

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