NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 57.83 58.39 0.56 1.0% 59.35
High 59.50 59.00 -0.50 -0.8% 59.50
Low 57.83 56.39 -1.44 -2.5% 55.65
Close 59.33 57.86 -1.47 -2.5% 59.33
Range 1.67 2.61 0.94 56.3% 3.85
ATR 2.48 2.51 0.03 1.3% 0.00
Volume 12,916 11,606 -1,310 -10.1% 48,530
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.58 64.33 59.30
R3 62.97 61.72 58.58
R2 60.36 60.36 58.34
R1 59.11 59.11 58.10 58.43
PP 57.75 57.75 57.75 57.41
S1 56.50 56.50 57.62 55.82
S2 55.14 55.14 57.38
S3 52.53 53.89 57.14
S4 49.92 51.28 56.42
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.71 68.37 61.45
R3 65.86 64.52 60.39
R2 62.01 62.01 60.04
R1 60.67 60.67 59.68 59.42
PP 58.16 58.16 58.16 57.53
S1 56.82 56.82 58.98 55.57
S2 54.31 54.31 58.62
S3 50.46 52.97 58.27
S4 46.61 49.12 57.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.50 55.65 3.85 6.7% 2.33 4.0% 57% False False 12,027
10 59.50 52.70 6.80 11.8% 2.20 3.8% 76% False False 11,953
20 59.50 48.78 10.72 18.5% 2.10 3.6% 85% False False 10,236
40 59.50 44.19 15.31 26.5% 2.30 4.0% 89% False False 9,446
60 59.50 44.19 15.31 26.5% 2.18 3.8% 89% False False 7,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.09
2.618 65.83
1.618 63.22
1.000 61.61
0.618 60.61
HIGH 59.00
0.618 58.00
0.500 57.70
0.382 57.39
LOW 56.39
0.618 54.78
1.000 53.78
1.618 52.17
2.618 49.56
4.250 45.30
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 57.81 57.77
PP 57.75 57.67
S1 57.70 57.58

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

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