NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 51.95 55.60 3.65 7.0% 55.10
High 56.27 57.24 0.97 1.7% 57.24
Low 51.95 54.97 3.02 5.8% 50.63
Close 56.10 56.52 0.42 0.7% 56.52
Range 4.32 2.27 -2.05 -47.5% 6.61
ATR 2.76 2.73 -0.04 -1.3% 0.00
Volume 33,662 38,461 4,799 14.3% 159,277
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.05 62.06 57.77
R3 60.78 59.79 57.14
R2 58.51 58.51 56.94
R1 57.52 57.52 56.73 58.02
PP 56.24 56.24 56.24 56.49
S1 55.25 55.25 56.31 55.75
S2 53.97 53.97 56.10
S3 51.70 52.98 55.90
S4 49.43 50.71 55.27
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 74.63 72.18 60.16
R3 68.02 65.57 58.34
R2 61.41 61.41 57.73
R1 58.96 58.96 57.13 60.19
PP 54.80 54.80 54.80 55.41
S1 52.35 52.35 55.91 53.58
S2 48.19 48.19 55.31
S3 41.58 45.74 54.70
S4 34.97 39.13 52.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.24 50.63 6.61 11.7% 2.78 4.9% 89% True False 31,855
10 57.29 50.63 6.66 11.8% 2.37 4.2% 88% False False 27,330
20 57.29 46.25 11.04 19.5% 2.61 4.6% 93% False False 23,878
40 57.29 42.19 15.10 26.7% 2.63 4.6% 95% False False 20,587
60 57.29 42.19 15.10 26.7% 2.52 4.5% 95% False False 17,798
80 60.72 42.19 18.53 32.8% 2.76 4.9% 77% False False 15,281
100 70.85 42.19 28.66 50.7% 2.74 4.8% 50% False False 12,976
120 85.30 42.19 43.11 76.3% 2.57 4.5% 33% False False 11,298
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.89
2.618 63.18
1.618 60.91
1.000 59.51
0.618 58.64
HIGH 57.24
0.618 56.37
0.500 56.11
0.382 55.84
LOW 54.97
0.618 53.57
1.000 52.70
1.618 51.30
2.618 49.03
4.250 45.32
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 56.38 55.66
PP 56.24 54.80
S1 56.11 53.94

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

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