NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 49.25 50.79 1.54 3.1% 52.26
High 51.42 51.94 0.52 1.0% 52.41
Low 49.12 50.21 1.09 2.2% 46.72
Close 50.97 51.12 0.15 0.3% 51.55
Range 2.30 1.73 -0.57 -24.8% 5.69
ATR 2.56 2.51 -0.06 -2.3% 0.00
Volume 186,823 234,826 48,003 25.7% 1,172,699
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.28 55.43 52.07
R3 54.55 53.70 51.60
R2 52.82 52.82 51.44
R1 51.97 51.97 51.28 52.40
PP 51.09 51.09 51.09 51.30
S1 50.24 50.24 50.96 50.67
S2 49.36 49.36 50.80
S3 47.63 48.51 50.64
S4 45.90 46.78 50.17
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 51.94 48.01 3.93 7.7% 2.36 4.6% 79% True False 229,020
10 53.21 46.72 6.49 12.7% 2.31 4.5% 68% False False 224,154
20 55.85 46.72 9.13 17.9% 2.59 5.1% 48% False False 186,787
40 56.10 45.08 11.02 21.6% 2.63 5.1% 55% False False 128,972
60 56.10 40.85 15.25 29.8% 2.65 5.2% 67% False False 100,040
80 59.66 40.85 18.81 36.8% 2.70 5.3% 55% False False 82,757
100 59.66 40.85 18.81 36.8% 2.87 5.6% 55% False False 70,626
120 70.47 40.85 29.62 57.9% 2.96 5.8% 35% False False 61,395
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.29
2.618 56.47
1.618 54.74
1.000 53.67
0.618 53.01
HIGH 51.94
0.618 51.28
0.500 51.08
0.382 50.87
LOW 50.21
0.618 49.14
1.000 48.48
1.618 47.41
2.618 45.68
4.250 42.86
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 51.11 50.83
PP 51.09 50.54
S1 51.08 50.25

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

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