NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 55.61 55.90 0.29 0.5% 58.00
High 56.71 55.90 -0.81 -1.4% 58.33
Low 55.44 52.22 -3.22 -5.8% 55.34
Close 56.11 52.43 -3.68 -6.6% 56.11
Range 1.27 3.68 2.41 189.8% 2.99
ATR 2.37 2.48 0.11 4.6% 0.00
Volume 18,713 14,175 -4,538 -24.3% 71,466
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.56 62.17 54.45
R3 60.88 58.49 53.44
R2 57.20 57.20 53.10
R1 54.81 54.81 52.77 54.17
PP 53.52 53.52 53.52 53.19
S1 51.13 51.13 52.09 50.49
S2 49.84 49.84 51.76
S3 46.16 47.45 51.42
S4 42.48 43.77 50.41
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.56 63.83 57.75
R3 62.57 60.84 56.93
R2 59.58 59.58 56.66
R1 57.85 57.85 56.38 57.22
PP 56.59 56.59 56.59 56.28
S1 54.86 54.86 55.84 54.23
S2 53.60 53.60 55.56
S3 50.61 51.87 55.29
S4 47.62 48.88 54.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.33 52.22 6.11 11.7% 2.19 4.2% 3% False True 17,128
10 58.71 52.22 6.49 12.4% 2.42 4.6% 3% False True 16,955
20 58.71 51.74 6.97 13.3% 2.22 4.2% 10% False False 13,222
40 58.71 44.00 14.71 28.1% 2.32 4.4% 57% False False 11,705
60 58.71 43.34 15.37 29.3% 2.24 4.3% 59% False False 10,029
80 60.48 43.34 17.14 32.7% 2.11 4.0% 53% False False 8,490
100 62.08 43.34 18.74 35.7% 1.86 3.6% 49% False False 7,350
120 76.95 43.34 33.61 64.1% 1.85 3.5% 27% False False 6,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 71.54
2.618 65.53
1.618 61.85
1.000 59.58
0.618 58.17
HIGH 55.90
0.618 54.49
0.500 54.06
0.382 53.63
LOW 52.22
0.618 49.95
1.000 48.54
1.618 46.27
2.618 42.59
4.250 36.58
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 54.06 54.47
PP 53.52 53.79
S1 52.97 53.11

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

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