NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 51.80 52.34 0.54 1.0% 55.90
High 52.71 54.25 1.54 2.9% 55.90
Low 51.50 51.68 0.18 0.3% 50.76
Close 52.33 54.10 1.77 3.4% 54.10
Range 1.21 2.57 1.36 112.4% 5.14
ATR 2.32 2.33 0.02 0.8% 0.00
Volume 32,338 25,988 -6,350 -19.6% 118,549
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.05 60.15 55.51
R3 58.48 57.58 54.81
R2 55.91 55.91 54.57
R1 55.01 55.01 54.34 55.46
PP 53.34 53.34 53.34 53.57
S1 52.44 52.44 53.86 52.89
S2 50.77 50.77 53.63
S3 48.20 49.87 53.39
S4 45.63 47.30 52.69
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.01 66.69 56.93
R3 63.87 61.55 55.51
R2 58.73 58.73 55.04
R1 56.41 56.41 54.57 55.00
PP 53.59 53.59 53.59 52.88
S1 51.27 51.27 53.63 49.86
S2 48.45 48.45 53.16
S3 43.31 46.13 52.69
S4 38.17 40.99 51.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.90 50.76 5.14 9.5% 2.25 4.2% 65% False False 23,709
10 58.39 50.76 7.63 14.1% 2.08 3.8% 44% False False 20,990
20 58.71 50.76 7.95 14.7% 2.30 4.2% 42% False False 16,753
40 58.71 45.00 13.71 25.3% 2.32 4.3% 66% False False 13,427
60 58.71 43.34 15.37 28.4% 2.19 4.1% 70% False False 11,337
80 60.48 43.34 17.14 31.7% 2.17 4.0% 63% False False 9,596
100 62.08 43.34 18.74 34.6% 1.90 3.5% 57% False False 8,290
120 76.95 43.34 33.61 62.1% 1.85 3.4% 32% False False 7,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.17
2.618 60.98
1.618 58.41
1.000 56.82
0.618 55.84
HIGH 54.25
0.618 53.27
0.500 52.97
0.382 52.66
LOW 51.68
0.618 50.09
1.000 49.11
1.618 47.52
2.618 44.95
4.250 40.76
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 53.72 53.66
PP 53.34 53.21
S1 52.97 52.77

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

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