NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 52.59 51.80 -0.79 -1.5% 58.00
High 52.77 52.71 -0.06 -0.1% 58.33
Low 51.29 51.50 0.21 0.4% 55.34
Close 52.19 52.33 0.14 0.3% 56.11
Range 1.48 1.21 -0.27 -18.2% 2.99
ATR 2.40 2.32 -0.09 -3.5% 0.00
Volume 27,643 32,338 4,695 17.0% 71,466
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 55.81 55.28 53.00
R3 54.60 54.07 52.66
R2 53.39 53.39 52.55
R1 52.86 52.86 52.44 53.13
PP 52.18 52.18 52.18 52.31
S1 51.65 51.65 52.22 51.92
S2 50.97 50.97 52.11
S3 49.76 50.44 52.00
S4 48.55 49.23 51.66
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 56.71 50.76 5.95 11.4% 1.99 3.8% 26% False False 22,254
10 58.39 50.76 7.63 14.6% 2.14 4.1% 21% False False 20,185
20 58.71 50.76 7.95 15.2% 2.25 4.3% 20% False False 15,879
40 58.71 45.00 13.71 26.2% 2.31 4.4% 53% False False 13,030
60 58.71 43.34 15.37 29.4% 2.19 4.2% 58% False False 11,034
80 60.48 43.34 17.14 32.8% 2.14 4.1% 52% False False 9,275
100 62.08 43.34 18.74 35.8% 1.87 3.6% 48% False False 8,052
120 76.95 43.34 33.61 64.2% 1.86 3.6% 27% False False 7,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.85
2.618 55.88
1.618 54.67
1.000 53.92
0.618 53.46
HIGH 52.71
0.618 52.25
0.500 52.11
0.382 51.96
LOW 51.50
0.618 50.75
1.000 50.29
1.618 49.54
2.618 48.33
4.250 46.36
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 52.26 52.19
PP 52.18 52.06
S1 52.11 51.92

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

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