NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 50.10 49.25 -0.85 -1.7% 52.26
High 50.19 51.42 1.23 2.5% 52.41
Low 48.55 49.12 0.57 1.2% 46.72
Close 49.92 50.97 1.05 2.1% 51.55
Range 1.64 2.30 0.66 40.2% 5.69
ATR 2.59 2.56 -0.02 -0.8% 0.00
Volume 265,293 186,823 -78,470 -29.6% 1,172,699
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.40 56.49 52.24
R3 55.10 54.19 51.60
R2 52.80 52.80 51.39
R1 51.89 51.89 51.18 52.35
PP 50.50 50.50 50.50 50.73
S1 49.59 49.59 50.76 50.05
S2 48.20 48.20 50.55
S3 45.90 47.29 50.34
S4 43.60 44.99 49.71
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 48.01 3.74 7.3% 2.32 4.6% 79% False False 229,801
10 53.21 46.72 6.49 12.7% 2.28 4.5% 65% False False 216,812
20 55.85 46.72 9.13 17.9% 2.58 5.1% 47% False False 180,740
40 56.10 44.20 11.90 23.3% 2.69 5.3% 57% False False 124,049
60 56.10 40.85 15.25 29.9% 2.64 5.2% 66% False False 96,609
80 59.66 40.85 18.81 36.9% 2.72 5.3% 54% False False 79,990
100 59.66 40.85 18.81 36.9% 2.88 5.7% 54% False False 68,519
120 73.80 40.85 32.95 64.6% 2.98 5.8% 31% False False 59,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.20
2.618 57.44
1.618 55.14
1.000 53.72
0.618 52.84
HIGH 51.42
0.618 50.54
0.500 50.27
0.382 50.00
LOW 49.12
0.618 47.70
1.000 46.82
1.618 45.40
2.618 43.10
4.250 39.35
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 50.74 50.56
PP 50.50 50.14
S1 50.27 49.73

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

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