NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 56.67 56.57 -0.10 -0.2% 58.80
High 57.65 56.57 -1.08 -1.9% 58.80
Low 56.67 56.57 -0.10 -0.2% 56.18
Close 57.42 56.90 -0.52 -0.9% 58.54
Range 0.98 0.00 -0.98 -100.0% 2.62
ATR 1.62 1.57 -0.06 -3.4% 0.00
Volume 2,613 1,424 -1,189 -45.5% 9,028
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.68 56.79 56.90
R3 56.68 56.79 56.90
R2 56.68 56.68 56.90
R1 56.79 56.79 56.90 56.74
PP 56.68 56.68 56.68 56.65
S1 56.79 56.79 56.90 56.74
S2 56.68 56.68 56.90
S3 56.68 56.79 56.90
S4 56.68 56.79 56.90
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.70 64.74 59.98
R3 63.08 62.12 59.26
R2 60.46 60.46 59.02
R1 59.50 59.50 58.78 58.67
PP 57.84 57.84 57.84 57.43
S1 56.88 56.88 58.30 56.05
S2 55.22 55.22 58.06
S3 52.60 54.26 57.82
S4 49.98 51.64 57.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.62 56.45 2.17 3.8% 0.57 1.0% 21% False False 1,940
10 60.69 56.18 4.51 7.9% 0.65 1.1% 16% False False 1,563
20 62.41 56.18 6.23 10.9% 0.95 1.7% 12% False False 1,847
40 62.42 48.71 13.71 24.1% 1.20 2.1% 60% False False 1,992
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 56.57
2.618 56.57
1.618 56.57
1.000 56.57
0.618 56.57
HIGH 56.57
0.618 56.57
0.500 56.57
0.382 56.57
LOW 56.57
0.618 56.57
1.000 56.57
1.618 56.57
2.618 56.57
4.250 56.57
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 56.79 57.60
PP 56.68 57.36
S1 56.57 57.13

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

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