NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 49.65 51.45 1.80 3.6% 52.26
High 51.75 51.45 -0.30 -0.6% 52.41
Low 49.06 48.01 -1.05 -2.1% 46.72
Close 51.55 50.14 -1.41 -2.7% 51.55
Range 2.69 3.44 0.75 27.9% 5.69
ATR 2.59 2.66 0.07 2.6% 0.00
Volume 227,296 230,864 3,568 1.6% 1,172,699
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.19 58.60 52.03
R3 56.75 55.16 51.09
R2 53.31 53.31 50.77
R1 51.72 51.72 50.46 50.80
PP 49.87 49.87 49.87 49.40
S1 48.28 48.28 49.82 47.36
S2 46.43 46.43 49.51
S3 42.99 44.84 49.19
S4 39.55 41.40 48.25
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.30 65.11 54.68
R3 61.61 59.42 53.11
R2 55.92 55.92 52.59
R1 53.73 53.73 52.07 51.98
PP 50.23 50.23 50.23 49.35
S1 48.04 48.04 51.03 46.29
S2 44.54 44.54 50.51
S3 38.85 42.35 49.99
S4 33.16 36.66 48.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.75 46.72 5.03 10.0% 2.33 4.6% 68% False False 247,982
10 54.15 46.72 7.43 14.8% 2.29 4.6% 46% False False 210,245
20 55.85 46.72 9.13 18.2% 2.69 5.4% 37% False False 165,437
40 56.10 43.03 13.07 26.1% 2.75 5.5% 54% False False 114,856
60 56.10 40.85 15.25 30.4% 2.66 5.3% 61% False False 89,984
80 59.66 40.85 18.81 37.5% 2.83 5.7% 49% False False 74,828
100 59.66 40.85 18.81 37.5% 2.89 5.8% 49% False False 64,354
120 76.00 40.85 35.15 70.1% 3.05 6.1% 26% False False 56,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 66.07
2.618 60.46
1.618 57.02
1.000 54.89
0.618 53.58
HIGH 51.45
0.618 50.14
0.500 49.73
0.382 49.32
LOW 48.01
0.618 45.88
1.000 44.57
1.618 42.44
2.618 39.00
4.250 33.39
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 50.00 50.05
PP 49.87 49.97
S1 49.73 49.88

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

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