NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 48.47 49.96 1.49 3.1% 52.25
High 51.30 52.45 1.15 2.2% 53.90
Low 47.37 49.72 2.35 5.0% 47.26
Close 49.38 52.24 2.86 5.8% 52.51
Range 3.93 2.73 -1.20 -30.5% 6.64
ATR 3.08 3.08 0.00 0.0% 0.00
Volume 254,031 352,611 98,580 38.8% 1,148,084
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.66 58.68 53.74
R3 56.93 55.95 52.99
R2 54.20 54.20 52.74
R1 53.22 53.22 52.49 53.71
PP 51.47 51.47 51.47 51.72
S1 50.49 50.49 51.99 50.98
S2 48.74 48.74 51.74
S3 46.01 47.76 51.49
S4 43.28 45.03 50.74
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 47.37 6.53 12.5% 3.35 6.4% 75% False False 263,613
10 54.28 47.26 7.02 13.4% 3.19 6.1% 71% False False 239,279
20 54.66 44.72 9.94 19.0% 2.91 5.6% 76% False False 222,343
40 54.66 39.42 15.24 29.2% 2.95 5.6% 84% False False 169,189
60 54.66 39.42 15.24 29.2% 2.89 5.5% 84% False False 125,782
80 58.31 39.42 18.89 36.2% 3.01 5.8% 68% False False 97,706
100 63.11 39.42 23.69 45.3% 3.02 5.8% 54% False False 80,242
120 76.16 39.42 36.74 70.3% 3.07 5.9% 35% False False 67,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.05
2.618 59.60
1.618 56.87
1.000 55.18
0.618 54.14
HIGH 52.45
0.618 51.41
0.500 51.09
0.382 50.76
LOW 49.72
0.618 48.03
1.000 46.99
1.618 45.30
2.618 42.57
4.250 38.12
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 51.86 51.46
PP 51.47 50.69
S1 51.09 49.91

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

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