NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 48.45 52.36 3.91 8.1% 52.25
High 52.87 53.90 1.03 1.9% 53.90
Low 48.45 51.02 2.57 5.3% 47.26
Close 52.64 52.51 -0.13 -0.2% 52.51
Range 4.42 2.88 -1.54 -34.8% 6.64
ATR 2.93 2.93 0.00 -0.1% 0.00
Volume 234,224 270,270 36,046 15.4% 1,148,084
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.12 59.69 54.09
R3 58.24 56.81 53.30
R2 55.36 55.36 53.04
R1 53.93 53.93 52.77 54.65
PP 52.48 52.48 52.48 52.83
S1 51.05 51.05 52.25 51.77
S2 49.60 49.60 51.98
S3 46.72 48.17 51.72
S4 43.84 45.29 50.93
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 71.14 68.47 56.16
R3 64.50 61.83 54.34
R2 57.86 57.86 53.73
R1 55.19 55.19 53.12 56.53
PP 51.22 51.22 51.22 51.89
S1 48.55 48.55 51.90 49.89
S2 44.58 44.58 51.29
S3 37.94 41.91 50.68
S4 31.30 35.27 48.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.90 47.26 6.64 12.6% 3.07 5.9% 79% True False 229,616
10 54.66 47.26 7.40 14.1% 2.64 5.0% 71% False False 225,155
20 54.66 43.74 10.92 20.8% 2.90 5.5% 80% False False 208,816
40 54.66 39.42 15.24 29.0% 2.89 5.5% 86% False False 148,686
60 54.66 39.42 15.24 29.0% 2.83 5.4% 86% False False 109,850
80 58.31 39.42 18.89 36.0% 3.01 5.7% 69% False False 85,379
100 69.72 39.42 30.30 57.7% 3.05 5.8% 43% False False 69,987
120 86.05 39.42 46.63 88.8% 3.07 5.8% 28% False False 59,213
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.14
2.618 61.44
1.618 58.56
1.000 56.78
0.618 55.68
HIGH 53.90
0.618 52.80
0.500 52.46
0.382 52.12
LOW 51.02
0.618 49.24
1.000 48.14
1.618 46.36
2.618 43.48
4.250 38.78
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 52.49 51.87
PP 52.48 51.22
S1 52.46 50.58

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

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