NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 49.93 50.16 0.23 0.5% 52.00
High 51.37 50.31 -1.06 -2.1% 52.15
Low 49.41 45.44 -3.97 -8.0% 48.84
Close 50.33 45.88 -4.45 -8.8% 50.33
Range 1.96 4.87 2.91 148.5% 3.31
ATR 2.79 2.94 0.15 5.4% 0.00
Volume 196,957 137,021 -59,936 -30.4% 1,295,014
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.82 58.72 48.56
R3 56.95 53.85 47.22
R2 52.08 52.08 46.77
R1 48.98 48.98 46.33 48.10
PP 47.21 47.21 47.21 46.77
S1 44.11 44.11 45.43 43.23
S2 42.34 42.34 44.99
S3 37.47 39.24 44.54
S4 32.60 34.37 43.20
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.37 58.66 52.15
R3 57.06 55.35 51.24
R2 53.75 53.75 50.94
R1 52.04 52.04 50.63 51.24
PP 50.44 50.44 50.44 50.04
S1 48.73 48.73 50.03 47.93
S2 47.13 47.13 49.72
S3 43.82 45.42 49.42
S4 40.51 42.11 48.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.37 45.44 5.93 12.9% 2.47 5.4% 7% False True 227,440
10 53.60 45.44 8.16 17.8% 2.95 6.4% 5% False True 247,983
20 54.66 45.44 9.22 20.1% 2.80 6.1% 5% False True 236,569
40 54.66 40.63 14.03 30.6% 2.93 6.4% 37% False False 192,521
60 54.66 39.42 15.24 33.2% 2.85 6.2% 42% False False 146,388
80 58.31 39.42 18.89 41.2% 2.97 6.5% 34% False False 114,685
100 59.89 39.42 20.47 44.6% 3.03 6.6% 32% False False 94,129
120 75.10 39.42 35.68 77.8% 3.08 6.7% 18% False False 79,556
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 0.57
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 71.01
2.618 63.06
1.618 58.19
1.000 55.18
0.618 53.32
HIGH 50.31
0.618 48.45
0.500 47.88
0.382 47.30
LOW 45.44
0.618 42.43
1.000 40.57
1.618 37.56
2.618 32.69
4.250 24.74
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 47.88 48.41
PP 47.21 47.56
S1 46.55 46.72

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

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