NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 48.96 48.45 -0.51 -1.0% 52.13
High 48.96 52.87 3.91 8.0% 54.66
Low 47.26 48.45 1.19 2.5% 51.62
Close 48.39 52.64 4.25 8.8% 52.38
Range 1.70 4.42 2.72 160.0% 3.04
ATR 2.81 2.93 0.12 4.2% 0.00
Volume 240,254 234,224 -6,030 -2.5% 1,103,473
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.58 63.03 55.07
R3 60.16 58.61 53.86
R2 55.74 55.74 53.45
R1 54.19 54.19 53.05 54.97
PP 51.32 51.32 51.32 51.71
S1 49.77 49.77 52.23 50.55
S2 46.90 46.90 51.83
S3 42.48 45.35 51.42
S4 38.06 40.93 50.21
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 54.28 47.26 7.02 13.3% 3.03 5.7% 77% False False 214,946
10 54.66 47.26 7.40 14.1% 2.53 4.8% 73% False False 225,875
20 54.66 43.74 10.92 20.7% 2.89 5.5% 82% False False 200,754
40 54.66 39.42 15.24 29.0% 2.86 5.4% 87% False False 142,729
60 56.93 39.42 17.51 33.3% 2.87 5.4% 75% False False 105,645
80 58.31 39.42 18.89 35.9% 3.01 5.7% 70% False False 82,213
100 69.72 39.42 30.30 57.6% 3.04 5.8% 44% False False 67,353
120 86.05 39.42 46.63 88.6% 3.07 5.8% 28% False False 56,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 71.66
2.618 64.44
1.618 60.02
1.000 57.29
0.618 55.60
HIGH 52.87
0.618 51.18
0.500 50.66
0.382 50.14
LOW 48.45
0.618 45.72
1.000 44.03
1.618 41.30
2.618 36.88
4.250 29.67
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 51.98 51.78
PP 51.32 50.92
S1 50.66 50.07

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

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