NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 49.96 52.00 2.04 4.1% 52.40
High 52.45 52.15 -0.30 -0.6% 53.60
Low 49.72 48.84 -0.88 -1.8% 47.37
Close 52.24 50.05 -2.19 -4.2% 52.24
Range 2.73 3.31 0.58 21.2% 6.23
ATR 3.08 3.11 0.02 0.7% 0.00
Volume 352,611 294,835 -57,776 -16.4% 1,047,797
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.28 58.47 51.87
R3 56.97 55.16 50.96
R2 53.66 53.66 50.66
R1 51.85 51.85 50.35 51.10
PP 50.35 50.35 50.35 49.97
S1 48.54 48.54 49.75 47.79
S2 47.04 47.04 49.44
S3 43.73 45.23 49.14
S4 40.42 41.92 48.23
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.76 67.23 55.67
R3 63.53 61.00 53.95
R2 57.30 57.30 53.38
R1 54.77 54.77 52.81 52.92
PP 51.07 51.07 51.07 50.15
S1 48.54 48.54 51.67 46.69
S2 44.84 44.84 51.10
S3 38.61 42.31 50.53
S4 32.38 36.08 48.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.60 47.37 6.23 12.4% 3.44 6.9% 43% False False 268,526
10 53.90 47.26 6.64 13.3% 3.26 6.5% 42% False False 249,071
20 54.66 44.72 9.94 19.9% 2.96 5.9% 54% False False 226,902
40 54.66 39.42 15.24 30.4% 2.99 6.0% 70% False False 174,579
60 54.66 39.42 15.24 30.4% 2.91 5.8% 70% False False 130,259
80 58.31 39.42 18.89 37.7% 2.99 6.0% 56% False False 101,244
100 62.18 39.42 22.76 45.5% 3.03 6.1% 47% False False 83,133
120 75.91 39.42 36.49 72.9% 3.07 6.1% 29% False False 70,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.22
2.618 60.82
1.618 57.51
1.000 55.46
0.618 54.20
HIGH 52.15
0.618 50.89
0.500 50.50
0.382 50.10
LOW 48.84
0.618 46.79
1.000 45.53
1.618 43.48
2.618 40.17
4.250 34.77
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 50.50 50.00
PP 50.35 49.96
S1 50.20 49.91

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

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