NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 53.51 52.78 -0.73 -1.4% 56.52
High 54.39 52.95 -1.44 -2.6% 58.40
Low 52.19 51.74 -0.45 -0.9% 55.72
Close 53.93 52.84 -1.09 -2.0% 56.65
Range 2.20 1.21 -0.99 -45.0% 2.68
ATR 2.41 2.40 -0.02 -0.7% 0.00
Volume 9,713 14,861 5,148 53.0% 37,060
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.14 55.70 53.51
R3 54.93 54.49 53.17
R2 53.72 53.72 53.06
R1 53.28 53.28 52.95 53.50
PP 52.51 52.51 52.51 52.62
S1 52.07 52.07 52.73 52.29
S2 51.30 51.30 52.62
S3 50.09 50.86 52.51
S4 48.88 49.65 52.17
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.96 63.49 58.12
R3 62.28 60.81 57.39
R2 59.60 59.60 57.14
R1 58.13 58.13 56.90 58.87
PP 56.92 56.92 56.92 57.29
S1 55.45 55.45 56.40 56.19
S2 54.24 54.24 56.16
S3 51.56 52.77 55.91
S4 48.88 50.09 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.19 51.74 6.45 12.2% 2.03 3.8% 17% False True 9,168
10 58.40 51.74 6.66 12.6% 1.89 3.6% 17% False True 8,930
20 58.40 47.14 11.26 21.3% 2.17 4.1% 51% False False 9,858
40 58.40 43.34 15.06 28.5% 2.20 4.2% 63% False False 9,017
60 60.48 43.34 17.14 32.4% 2.09 3.9% 55% False False 7,845
80 60.48 43.34 17.14 32.4% 1.89 3.6% 55% False False 6,596
100 71.56 43.34 28.22 53.4% 1.76 3.3% 34% False False 5,655
120 88.98 43.34 45.64 86.4% 1.71 3.2% 21% False False 4,990
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.09
2.618 56.12
1.618 54.91
1.000 54.16
0.618 53.70
HIGH 52.95
0.618 52.49
0.500 52.35
0.382 52.20
LOW 51.74
0.618 50.99
1.000 50.53
1.618 49.78
2.618 48.57
4.250 46.60
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 52.68 53.90
PP 52.51 53.54
S1 52.35 53.19

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

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