NYMEX Light Sweet Crude Oil Future June 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 52.26 48.24 -4.02 -7.7% 54.45
High 52.41 49.29 -3.12 -6.0% 54.81
Low 48.19 46.72 -1.47 -3.1% 51.45
Close 48.51 48.55 0.04 0.1% 52.47
Range 4.22 2.57 -1.65 -39.1% 3.36
ATR 2.77 2.76 -0.01 -0.5% 0.00
Volume 163,651 255,098 91,447 55.9% 894,867
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 55.90 54.79 49.96
R3 53.33 52.22 49.26
R2 50.76 50.76 49.02
R1 49.65 49.65 48.79 50.21
PP 48.19 48.19 48.19 48.46
S1 47.08 47.08 48.31 47.64
S2 45.62 45.62 48.08
S3 43.05 44.51 47.84
S4 40.48 41.94 47.14
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 53.30 46.72 6.58 13.6% 2.32 4.8% 28% False True 188,327
10 54.83 46.72 8.11 16.7% 2.64 5.4% 23% False True 176,044
20 56.10 46.72 9.38 19.3% 2.69 5.5% 20% False True 133,241
40 56.10 42.27 13.83 28.5% 2.78 5.7% 45% False False 95,288
60 56.10 40.85 15.25 31.4% 2.69 5.5% 50% False False 75,855
80 59.66 40.85 18.81 38.7% 2.85 5.9% 41% False False 63,055
100 61.33 40.85 20.48 42.2% 2.95 6.1% 38% False False 55,057
120 76.00 40.85 35.15 72.4% 3.12 6.4% 22% False False 48,270
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 False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.21
2.618 56.02
1.618 53.45
1.000 51.86
0.618 50.88
HIGH 49.29
0.618 48.31
0.500 48.01
0.382 47.70
LOW 46.72
0.618 45.13
1.000 44.15
1.618 42.56
2.618 39.99
4.250 35.80
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 48.37 49.97
PP 48.19 49.49
S1 48.01 49.02

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

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