NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 52.60 51.32 -1.28 -2.4% 54.38
High 52.60 51.59 -1.01 -1.9% 54.41
Low 49.55 49.93 0.38 0.8% 49.07
Close 51.52 51.09 -0.43 -0.8% 52.94
Range 3.05 1.66 -1.39 -45.6% 5.34
ATR 2.52 2.46 -0.06 -2.4% 0.00
Volume 70,061 84,617 14,556 20.8% 393,985
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 55.85 55.13 52.00
R3 54.19 53.47 51.55
R2 52.53 52.53 51.39
R1 51.81 51.81 51.24 51.34
PP 50.87 50.87 50.87 50.64
S1 50.15 50.15 50.94 49.68
S2 49.21 49.21 50.79
S3 47.55 48.49 50.63
S4 45.89 46.83 50.18
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 49.55 3.54 6.9% 2.02 4.0% 44% False False 88,193
10 55.53 49.07 6.46 12.6% 2.09 4.1% 31% False False 71,551
20 57.50 49.07 8.43 16.5% 2.42 4.7% 24% False False 59,748
40 57.50 44.27 13.23 25.9% 2.51 4.9% 52% False False 40,131
60 57.50 42.19 15.31 30.0% 2.49 4.9% 58% False False 32,084
80 60.72 42.19 18.53 36.3% 2.58 5.0% 48% False False 27,076
100 60.72 42.19 18.53 36.3% 2.70 5.3% 48% False False 23,022
120 76.25 42.19 34.06 66.7% 2.67 5.2% 26% False False 19,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.65
2.618 55.94
1.618 54.28
1.000 53.25
0.618 52.62
HIGH 51.59
0.618 50.96
0.500 50.76
0.382 50.56
LOW 49.93
0.618 48.90
1.000 48.27
1.618 47.24
2.618 45.58
4.250 42.88
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 50.98 51.32
PP 50.87 51.24
S1 50.76 51.17

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

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