NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 54.50 53.51 -0.99 -1.8% 56.57
High 54.50 53.67 -0.83 -1.5% 56.57
Low 51.96 52.24 0.28 0.5% 52.14
Close 53.74 53.19 -0.55 -1.0% 55.12
Range 2.54 1.43 -1.11 -43.7% 4.43
ATR 2.23 2.18 -0.05 -2.3% 0.00
Volume 17,847 10,176 -7,671 -43.0% 59,305
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.32 56.69 53.98
R3 55.89 55.26 53.58
R2 54.46 54.46 53.45
R1 53.83 53.83 53.32 53.43
PP 53.03 53.03 53.03 52.84
S1 52.40 52.40 53.06 52.00
S2 51.60 51.60 52.93
S3 50.17 50.97 52.80
S4 48.74 49.54 52.40
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 6.3% 1.76 3.3% 37% False False 14,281
10 57.79 51.96 5.83 11.0% 1.74 3.3% 21% False False 11,422
20 59.50 51.96 7.54 14.2% 1.92 3.6% 16% False False 11,892
40 59.50 45.78 13.72 25.8% 2.06 3.9% 54% False False 10,380
60 59.50 44.19 15.31 28.8% 2.11 4.0% 59% False False 9,030
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.75
2.618 57.41
1.618 55.98
1.000 55.10
0.618 54.55
HIGH 53.67
0.618 53.12
0.500 52.96
0.382 52.79
LOW 52.24
0.618 51.36
1.000 50.81
1.618 49.93
2.618 48.50
4.250 46.16
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 53.11 53.63
PP 53.03 53.48
S1 52.96 53.34

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

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