NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 58.39 57.58 -0.81 -1.4% 59.35
High 59.00 58.55 -0.45 -0.8% 59.50
Low 56.39 57.00 0.61 1.1% 55.65
Close 57.86 57.49 -0.37 -0.6% 59.33
Range 2.61 1.55 -1.06 -40.6% 3.85
ATR 2.51 2.44 -0.07 -2.7% 0.00
Volume 11,606 9,732 -1,874 -16.1% 48,530
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.33 61.46 58.34
R3 60.78 59.91 57.92
R2 59.23 59.23 57.77
R1 58.36 58.36 57.63 58.02
PP 57.68 57.68 57.68 57.51
S1 56.81 56.81 57.35 56.47
S2 56.13 56.13 57.21
S3 54.58 55.26 57.06
S4 53.03 53.71 56.64
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% 2.06 3.6% 48% False False 11,776
10 59.50 52.70 6.80 11.8% 2.11 3.7% 70% False False 12,362
20 59.50 50.94 8.56 14.9% 2.03 3.5% 77% False False 10,415
40 59.50 44.19 15.31 26.6% 2.29 4.0% 87% False False 9,534
60 59.50 44.19 15.31 26.6% 2.15 3.7% 87% False False 7,871
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.14
2.618 62.61
1.618 61.06
1.000 60.10
0.618 59.51
HIGH 58.55
0.618 57.96
0.500 57.78
0.382 57.59
LOW 57.00
0.618 56.04
1.000 55.45
1.618 54.49
2.618 52.94
4.250 50.41
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 57.78 57.95
PP 57.68 57.79
S1 57.59 57.64

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

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