NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 55.90 52.72 -3.18 -5.7% 58.00
High 55.90 53.08 -2.82 -5.0% 58.33
Low 52.22 50.76 -1.46 -2.8% 55.34
Close 52.43 52.22 -0.21 -0.4% 56.11
Range 3.68 2.32 -1.36 -37.0% 2.99
ATR 2.48 2.47 -0.01 -0.5% 0.00
Volume 14,175 18,405 4,230 29.8% 71,466
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.98 57.92 53.50
R3 56.66 55.60 52.86
R2 54.34 54.34 52.65
R1 53.28 53.28 52.43 52.65
PP 52.02 52.02 52.02 51.71
S1 50.96 50.96 52.01 50.33
S2 49.70 49.70 51.79
S3 47.38 48.64 51.58
S4 45.06 46.32 50.94
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 57.70 50.76 6.94 13.3% 2.06 3.9% 21% False True 17,248
10 58.71 50.76 7.95 15.2% 2.42 4.6% 18% False True 17,182
20 58.71 50.76 7.95 15.2% 2.27 4.3% 18% False True 13,647
40 58.71 44.41 14.30 27.4% 2.34 4.5% 55% False False 11,959
60 58.71 43.34 15.37 29.4% 2.24 4.3% 58% False False 10,245
80 60.48 43.34 17.14 32.8% 2.14 4.1% 52% False False 8,638
100 62.08 43.34 18.74 35.9% 1.88 3.6% 47% False False 7,515
120 76.95 43.34 33.61 64.4% 1.86 3.6% 26% False False 6,571
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.94
2.618 59.15
1.618 56.83
1.000 55.40
0.618 54.51
HIGH 53.08
0.618 52.19
0.500 51.92
0.382 51.65
LOW 50.76
0.618 49.33
1.000 48.44
1.618 47.01
2.618 44.69
4.250 40.90
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 52.12 53.74
PP 52.02 53.23
S1 51.92 52.73

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

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