NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 53.49 54.50 1.01 1.9% 56.57
High 55.30 54.50 -0.80 -1.4% 56.57
Low 52.91 51.96 -0.95 -1.8% 52.14
Close 55.12 53.74 -1.38 -2.5% 55.12
Range 2.39 2.54 0.15 6.3% 4.43
ATR 2.16 2.23 0.07 3.3% 0.00
Volume 13,279 17,847 4,568 34.4% 59,305
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.02 59.92 55.14
R3 58.48 57.38 54.44
R2 55.94 55.94 54.21
R1 54.84 54.84 53.97 54.12
PP 53.40 53.40 53.40 53.04
S1 52.30 52.30 53.51 51.58
S2 50.86 50.86 53.27
S3 48.32 49.76 53.04
S4 45.78 47.22 52.34
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.90 65.94 57.56
R3 63.47 61.51 56.34
R2 59.04 59.04 55.93
R1 57.08 57.08 55.53 55.85
PP 54.61 54.61 54.61 53.99
S1 52.65 52.65 54.71 51.42
S2 50.18 50.18 54.31
S3 45.75 48.22 53.90
S4 41.32 43.79 52.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.30 51.96 3.34 6.2% 1.89 3.5% 53% False True 14,350
10 58.55 51.96 6.59 12.3% 1.75 3.3% 27% False True 11,377
20 59.50 51.96 7.54 14.0% 1.98 3.7% 24% False True 11,665
40 59.50 45.78 13.72 25.5% 2.14 4.0% 58% False False 10,329
60 59.50 44.19 15.31 28.5% 2.11 3.9% 62% False False 8,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.30
2.618 61.15
1.618 58.61
1.000 57.04
0.618 56.07
HIGH 54.50
0.618 53.53
0.500 53.23
0.382 52.93
LOW 51.96
0.618 50.39
1.000 49.42
1.618 47.85
2.618 45.31
4.250 41.17
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 53.57 53.70
PP 53.40 53.67
S1 53.23 53.63

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

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