NYMEX Light Sweet Crude Oil Future July 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 51.13 52.60 1.47 2.9% 54.38
High 53.09 52.60 -0.49 -0.9% 54.41
Low 50.40 49.55 -0.85 -1.7% 49.07
Close 52.94 51.52 -1.42 -2.7% 52.94
Range 2.69 3.05 0.36 13.4% 5.34
ATR 2.46 2.52 0.07 2.7% 0.00
Volume 90,781 70,061 -20,720 -22.8% 393,985
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.37 59.00 53.20
R3 57.32 55.95 52.36
R2 54.27 54.27 52.08
R1 52.90 52.90 51.80 52.06
PP 51.22 51.22 51.22 50.81
S1 49.85 49.85 51.24 49.01
S2 48.17 48.17 50.96
S3 45.12 46.80 50.68
S4 42.07 43.75 49.84
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 68.16 65.89 55.88
R3 62.82 60.55 54.41
R2 57.48 57.48 53.92
R1 55.21 55.21 53.43 53.68
PP 52.14 52.14 52.14 51.37
S1 49.87 49.87 52.45 48.34
S2 46.80 46.80 51.96
S3 41.46 44.53 51.47
S4 36.12 39.19 50.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.09 49.07 4.02 7.8% 2.16 4.2% 61% False False 83,579
10 56.51 49.07 7.44 14.4% 2.15 4.2% 33% False False 68,833
20 57.50 49.07 8.43 16.4% 2.52 4.9% 29% False False 56,689
40 57.50 44.27 13.23 25.7% 2.56 5.0% 55% False False 38,444
60 57.50 42.19 15.31 29.7% 2.49 4.8% 61% False False 30,851
80 60.72 42.19 18.53 36.0% 2.65 5.1% 50% False False 26,141
100 60.72 42.19 18.53 36.0% 2.72 5.3% 50% False False 22,207
120 76.25 42.19 34.06 66.1% 2.66 5.2% 27% False False 19,057
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 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.56
2.618 60.58
1.618 57.53
1.000 55.65
0.618 54.48
HIGH 52.60
0.618 51.43
0.500 51.08
0.382 50.72
LOW 49.55
0.618 47.67
1.000 46.50
1.618 44.62
2.618 41.57
4.250 36.59
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 51.37 51.45
PP 51.22 51.39
S1 51.08 51.32

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

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