NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 56.15 56.30 0.15 0.3% 59.50
High 56.81 58.00 1.19 2.1% 59.56
Low 55.48 55.65 0.17 0.3% 54.95
Close 56.28 57.79 1.51 2.7% 57.79
Range 1.33 2.35 1.02 76.7% 4.61
ATR 2.27 2.27 0.01 0.3% 0.00
Volume 20,717 21,123 406 2.0% 93,982
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.20 63.34 59.08
R3 61.85 60.99 58.44
R2 59.50 59.50 58.22
R1 58.64 58.64 58.01 59.07
PP 57.15 57.15 57.15 57.36
S1 56.29 56.29 57.57 56.72
S2 54.80 54.80 57.36
S3 52.45 53.94 57.14
S4 50.10 51.59 56.50
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 71.26 69.14 60.33
R3 66.65 64.53 59.06
R2 62.04 62.04 58.64
R1 59.92 59.92 58.21 58.68
PP 57.43 57.43 57.43 56.81
S1 55.31 55.31 57.37 54.07
S2 52.82 52.82 56.94
S3 48.21 50.70 56.52
S4 43.60 46.09 55.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.56 54.95 4.61 8.0% 2.05 3.5% 62% False False 18,796
10 61.86 54.95 6.91 12.0% 1.95 3.4% 41% False False 16,769
20 62.31 54.95 7.36 12.7% 2.28 3.9% 39% False False 18,649
40 62.31 48.00 14.31 24.8% 2.37 4.1% 68% False False 21,020
60 62.31 46.14 16.17 28.0% 2.33 4.0% 72% False False 20,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.99
2.618 64.15
1.618 61.80
1.000 60.35
0.618 59.45
HIGH 58.00
0.618 57.10
0.500 56.83
0.382 56.55
LOW 55.65
0.618 54.20
1.000 53.30
1.618 51.85
2.618 49.50
4.250 45.66
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 57.47 57.44
PP 57.15 57.09
S1 56.83 56.74

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

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