NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 48.64 48.96 0.32 0.7% 52.13
High 50.00 48.96 -1.04 -2.1% 54.66
Low 47.77 47.26 -0.51 -1.1% 51.62
Close 49.66 48.39 -1.27 -2.6% 52.38
Range 2.23 1.70 -0.53 -23.8% 3.04
ATR 2.84 2.81 -0.03 -1.1% 0.00
Volume 222,171 240,254 18,083 8.1% 1,103,473
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 53.30 52.55 49.33
R3 51.60 50.85 48.86
R2 49.90 49.90 48.70
R1 49.15 49.15 48.55 48.68
PP 48.20 48.20 48.20 47.97
S1 47.45 47.45 48.23 46.98
S2 46.50 46.50 48.08
S3 44.80 45.75 47.92
S4 43.10 44.05 47.46
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.01 60.23 54.05
R3 58.97 57.19 53.22
R2 55.93 55.93 52.94
R1 54.15 54.15 52.66 55.04
PP 52.89 52.89 52.89 53.33
S1 51.11 51.11 52.10 52.00
S2 49.85 49.85 51.82
S3 46.81 48.07 51.54
S4 43.77 45.03 50.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.66 47.26 7.40 15.3% 2.52 5.2% 15% False True 224,846
10 54.66 47.26 7.40 15.3% 2.43 5.0% 15% False True 223,704
20 54.66 43.74 10.92 22.6% 2.79 5.8% 43% False False 195,762
40 54.66 39.42 15.24 31.5% 2.79 5.8% 59% False False 137,904
60 58.31 39.42 18.89 39.0% 2.84 5.9% 47% False False 102,021
80 58.31 39.42 18.89 39.0% 2.99 6.2% 47% False False 79,490
100 69.72 39.42 30.30 62.6% 3.04 6.3% 30% False False 65,115
120 89.02 39.42 49.60 102.5% 3.05 6.3% 18% False False 55,061
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 0.42
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 56.19
2.618 53.41
1.618 51.71
1.000 50.66
0.618 50.01
HIGH 48.96
0.618 48.31
0.500 48.11
0.382 47.91
LOW 47.26
0.618 46.21
1.000 45.56
1.618 44.51
2.618 42.81
4.250 40.04
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 48.30 49.76
PP 48.20 49.30
S1 48.11 48.85

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

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