NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 50.16 45.26 -4.90 -9.8% 52.00
High 50.31 47.20 -3.11 -6.2% 52.15
Low 45.44 43.83 -1.61 -3.5% 48.84
Close 45.88 46.51 0.63 1.4% 50.33
Range 4.87 3.37 -1.50 -30.8% 3.31
ATR 2.94 2.97 0.03 1.1% 0.00
Volume 137,021 89,895 -47,126 -34.4% 1,295,014
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 55.96 54.60 48.36
R3 52.59 51.23 47.44
R2 49.22 49.22 47.13
R1 47.86 47.86 46.82 48.54
PP 45.85 45.85 45.85 46.19
S1 44.49 44.49 46.20 45.17
S2 42.48 42.48 45.89
S3 39.11 41.12 45.58
S4 35.74 37.75 44.66
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 43.83 7.54 16.2% 2.69 5.8% 36% False True 187,327
10 52.45 43.83 8.62 18.5% 2.91 6.3% 31% False True 235,755
20 54.66 43.83 10.83 23.3% 2.84 6.1% 25% False True 232,056
40 54.66 40.72 13.94 30.0% 2.94 6.3% 42% False False 192,842
60 54.66 39.42 15.24 32.8% 2.83 6.1% 47% False False 147,255
80 58.31 39.42 18.89 40.6% 2.98 6.4% 38% False False 115,713
100 59.89 39.42 20.47 44.0% 3.01 6.5% 35% False False 94,930
120 75.10 39.42 35.68 76.7% 3.11 6.7% 20% False False 80,236
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 True
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.52
2.618 56.02
1.618 52.65
1.000 50.57
0.618 49.28
HIGH 47.20
0.618 45.91
0.500 45.52
0.382 45.12
LOW 43.83
0.618 41.75
1.000 40.46
1.618 38.38
2.618 35.01
4.250 29.51
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 46.18 47.60
PP 45.85 47.24
S1 45.52 46.87

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

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