NYMEX Light Sweet Crude Oil Future June 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 52.00 52.26 0.26 0.5% 54.45
High 53.21 52.41 -0.80 -1.5% 54.81
Low 51.64 48.19 -3.45 -6.7% 51.45
Close 52.47 48.51 -3.96 -7.5% 52.47
Range 1.57 4.22 2.65 168.8% 3.36
ATR 2.66 2.77 0.12 4.4% 0.00
Volume 151,035 163,651 12,616 8.4% 894,867
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.36 59.66 50.83
R3 58.14 55.44 49.67
R2 53.92 53.92 49.28
R1 51.22 51.22 48.90 50.46
PP 49.70 49.70 49.70 49.33
S1 47.00 47.00 48.12 46.24
S2 45.48 45.48 47.74
S3 41.26 42.78 47.35
S4 37.04 38.56 46.19
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.99 61.09 54.32
R3 59.63 57.73 53.39
R2 56.27 56.27 53.09
R1 54.37 54.37 52.78 53.64
PP 52.91 52.91 52.91 52.55
S1 51.01 51.01 52.16 50.28
S2 49.55 49.55 51.85
S3 46.19 47.65 51.55
S4 42.83 44.29 50.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.15 48.19 5.96 12.3% 2.25 4.6% 5% False True 172,508
10 55.70 48.19 7.51 15.5% 2.74 5.6% 4% False True 160,357
20 56.10 48.19 7.91 16.3% 2.68 5.5% 4% False True 123,311
40 56.10 42.18 13.92 28.7% 2.79 5.7% 45% False False 89,816
60 56.10 40.85 15.25 31.4% 2.72 5.6% 50% False False 72,252
80 59.66 40.85 18.81 38.8% 2.85 5.9% 41% False False 60,053
100 61.33 40.85 20.48 42.2% 2.99 6.2% 37% False False 52,691
120 76.00 40.85 35.15 72.5% 3.13 6.5% 22% False False 46,359
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 0.59
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 70.35
2.618 63.46
1.618 59.24
1.000 56.63
0.618 55.02
HIGH 52.41
0.618 50.80
0.500 50.30
0.382 49.80
LOW 48.19
0.618 45.58
1.000 43.97
1.618 41.36
2.618 37.14
4.250 30.26
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 50.30 50.70
PP 49.70 49.97
S1 49.11 49.24

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

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