NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 51.93 52.21 0.28 0.5% 54.50
High 53.30 53.00 -0.30 -0.6% 55.70
Low 51.45 51.60 0.15 0.3% 50.14
Close 51.77 52.16 0.39 0.8% 54.69
Range 1.85 1.40 -0.45 -24.3% 5.56
ATR 2.84 2.74 -0.10 -3.6% 0.00
Volume 210,444 161,407 -49,037 -23.3% 545,056
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.45 55.71 52.93
R3 55.05 54.31 52.55
R2 53.65 53.65 52.42
R1 52.91 52.91 52.29 52.58
PP 52.25 52.25 52.25 52.09
S1 51.51 51.51 52.03 51.18
S2 50.85 50.85 51.90
S3 49.45 50.11 51.78
S4 48.05 48.71 51.39
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.19 68.00 57.75
R3 64.63 62.44 56.22
R2 59.07 59.07 55.71
R1 56.88 56.88 55.20 57.98
PP 53.51 53.51 53.51 54.06
S1 51.32 51.32 54.18 52.42
S2 47.95 47.95 53.67
S3 42.39 45.76 53.16
S4 36.83 40.20 51.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.83 51.45 3.38 6.5% 2.25 4.3% 21% False False 189,534
10 55.85 50.14 5.71 10.9% 2.87 5.5% 35% False False 149,421
20 56.10 49.05 7.05 13.5% 2.64 5.1% 44% False False 115,592
40 56.10 40.85 15.25 29.2% 2.78 5.3% 74% False False 84,402
60 56.10 40.85 15.25 29.2% 2.70 5.2% 74% False False 68,236
80 59.66 40.85 18.81 36.1% 2.84 5.4% 60% False False 56,727
100 61.33 40.85 20.48 39.3% 3.00 5.8% 55% False False 49,928
120 76.00 40.85 35.15 67.4% 3.14 6.0% 32% False False 43,976
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 0.65
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 58.95
2.618 56.67
1.618 55.27
1.000 54.40
0.618 53.87
HIGH 53.00
0.618 52.47
0.500 52.30
0.382 52.13
LOW 51.60
0.618 50.73
1.000 50.20
1.618 49.33
2.618 47.93
4.250 45.65
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 52.30 52.80
PP 52.25 52.59
S1 52.21 52.37

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

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