NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 49.96 49.16 -0.80 -1.6% 52.40
High 51.12 50.79 -0.33 -0.6% 53.60
Low 48.85 48.91 0.06 0.1% 47.37
Close 49.41 49.25 -0.16 -0.3% 52.24
Range 2.27 1.88 -0.39 -17.2% 6.23
ATR 3.05 2.96 -0.08 -2.7% 0.00
Volume 290,456 284,710 -5,746 -2.0% 1,047,797
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 55.29 54.15 50.28
R3 53.41 52.27 49.77
R2 51.53 51.53 49.59
R1 50.39 50.39 49.42 50.96
PP 49.65 49.65 49.65 49.94
S1 48.51 48.51 49.08 49.08
S2 47.77 47.77 48.91
S3 45.89 46.63 48.73
S4 44.01 44.75 48.22
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 52.45 47.37 5.08 10.3% 2.82 5.7% 37% False False 295,328
10 53.90 47.26 6.64 13.5% 3.03 6.2% 30% False False 266,254
20 54.66 47.20 7.46 15.1% 2.81 5.7% 27% False False 241,297
40 54.66 39.42 15.24 30.9% 2.92 5.9% 65% False False 184,887
60 54.66 39.42 15.24 30.9% 2.87 5.8% 65% False False 138,824
80 58.31 39.42 18.89 38.4% 2.98 6.0% 52% False False 108,146
100 59.89 39.42 20.47 41.6% 3.03 6.1% 48% False False 88,760
120 75.10 39.42 35.68 72.4% 3.09 6.3% 28% False False 74,962
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 58.78
2.618 55.71
1.618 53.83
1.000 52.67
0.618 51.95
HIGH 50.79
0.618 50.07
0.500 49.85
0.382 49.63
LOW 48.91
0.618 47.75
1.000 47.03
1.618 45.87
2.618 43.99
4.250 40.92
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 49.85 50.50
PP 49.65 50.08
S1 49.45 49.67

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

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