NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 56.55 58.21 1.66 2.9% 56.05
High 58.52 58.71 0.19 0.3% 58.52
Low 56.24 55.41 -0.83 -1.5% 51.74
Close 57.71 56.76 -0.95 -1.6% 57.71
Range 2.28 3.30 1.02 44.7% 6.78
ATR 2.53 2.59 0.05 2.2% 0.00
Volume 16,137 13,184 -2,953 -18.3% 64,071
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 66.86 65.11 58.58
R3 63.56 61.81 57.67
R2 60.26 60.26 57.37
R1 58.51 58.51 57.06 57.74
PP 56.96 56.96 56.96 56.57
S1 55.21 55.21 56.46 54.44
S2 53.66 53.66 56.16
S3 50.36 51.91 55.85
S4 47.06 48.61 54.95
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 76.33 73.80 61.44
R3 69.55 67.02 59.57
R2 62.77 62.77 58.95
R1 60.24 60.24 58.33 61.51
PP 55.99 55.99 55.99 56.62
S1 53.46 53.46 57.09 54.73
S2 49.21 49.21 56.47
S3 42.43 46.68 55.85
S4 35.65 39.90 53.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.71 51.74 6.97 12.3% 2.60 4.6% 72% True False 13,840
10 58.71 51.74 6.97 12.3% 2.24 3.9% 72% True False 10,813
20 58.71 47.14 11.57 20.4% 2.35 4.1% 83% True False 10,194
40 58.71 43.34 15.37 27.1% 2.31 4.1% 87% True False 9,654
60 58.71 43.34 15.37 27.1% 2.14 3.8% 87% True False 8,401
80 60.48 43.34 17.14 30.2% 2.01 3.5% 78% False False 7,034
100 66.38 43.34 23.04 40.6% 1.78 3.1% 58% False False 6,076
120 83.75 43.34 40.41 71.2% 1.77 3.1% 33% False False 5,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.74
2.618 67.35
1.618 64.05
1.000 62.01
0.618 60.75
HIGH 58.71
0.618 57.45
0.500 57.06
0.382 56.67
LOW 55.41
0.618 53.37
1.000 52.11
1.618 50.07
2.618 46.77
4.250 41.39
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 57.06 56.51
PP 56.96 56.26
S1 56.86 56.02

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

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