NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 54.50 53.50 -1.00 -1.8% 57.50
High 55.33 53.85 -1.48 -2.7% 59.41
Low 53.17 52.70 -0.47 -0.9% 56.68
Close 54.89 53.79 -1.10 -2.0% 57.65
Range 2.16 1.15 -1.01 -46.8% 2.73
ATR 2.42 2.41 -0.02 -0.7% 0.00
Volume 7,312 18,529 11,217 153.4% 38,156
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.90 56.49 54.42
R3 55.75 55.34 54.11
R2 54.60 54.60 54.00
R1 54.19 54.19 53.90 54.40
PP 53.45 53.45 53.45 53.55
S1 53.04 53.04 53.68 53.25
S2 52.30 52.30 53.58
S3 51.15 51.89 53.47
S4 50.00 50.74 53.16
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.10 64.61 59.15
R3 63.37 61.88 58.40
R2 60.64 60.64 58.15
R1 59.15 59.15 57.90 59.90
PP 57.91 57.91 57.91 58.29
S1 56.42 56.42 57.40 57.17
S2 55.18 55.18 57.15
S3 52.45 53.69 56.90
S4 49.72 50.96 56.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.00 52.70 6.30 11.7% 1.71 3.2% 17% False True 8,739
10 59.41 52.70 6.71 12.5% 1.71 3.2% 16% False True 8,945
20 59.41 47.85 11.56 21.5% 2.09 3.9% 51% False False 9,345
40 59.41 44.19 15.22 28.3% 2.23 4.1% 63% False False 8,076
60 61.90 44.19 17.71 32.9% 2.11 3.9% 54% False False 6,714
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.21
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.74
2.618 56.86
1.618 55.71
1.000 55.00
0.618 54.56
HIGH 53.85
0.618 53.41
0.500 53.28
0.382 53.14
LOW 52.70
0.618 51.99
1.000 51.55
1.618 50.84
2.618 49.69
4.250 47.81
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 53.62 54.56
PP 53.45 54.30
S1 53.28 54.05

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

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