NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	60.91	60.25	-0.66	-1.1%	58.91
High	61.57	60.65	-0.92	-1.5%	62.00
Low	60.91	60.25	-0.66	-1.1%	56.31
Close	61.44	60.49	-0.95	-1.5%	62.14
Range	0.66	0.40	-0.26	-39.4%	5.69
ATR	2.06	1.99	-0.06	-3.0%	0.00
Volume	3,395	2,733	-662	-19.5%	7,802

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.66	61.48	60.71
R3	61.26	61.08	60.60
R2	60.86	60.86	60.56
R1	60.68	60.68	60.53	60.77
PP	60.46	60.46	60.46	60.51
S1	60.28	60.28	60.45	60.37
S2	60.06	60.06	60.42
S3	59.66	59.88	60.38
S4	59.26	59.48	60.27

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.22	75.37	65.27
R3	71.53	69.68	63.70
R2	65.84	65.84	63.18
R1	63.99	63.99	62.66	64.92
PP	60.15	60.15	60.15	60.61
S1	58.30	58.30	61.62	59.23
S2	54.46	54.46	61.10
S3	48.77	52.61	60.58
S4	43.08	46.92	59.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.00	56.31	5.69	9.4%	1.09	1.8%	73%	False	False	2,179
10	62.24	56.31	5.93	9.8%	1.20	2.0%	70%	False	False	1,918
20	62.42	50.10	12.32	20.4%	1.40	2.3%	84%	False	False	2,167

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	62.35
2.618	61.70
1.618	61.30
1.000	61.05
0.618	60.90
HIGH	60.65
0.618	60.50
0.500	60.45
0.382	60.40
LOW	60.25
0.618	60.00
1.000	59.85
1.618	59.60
2.618	59.20
4.250	58.55

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	60.48	61.13
PP	60.46	60.91
S1	60.45	60.70

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols