NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 58.08 58.90 0.82 1.4% 56.95
High 59.21 59.69 0.48 0.8% 59.69
Low 58.06 58.32 0.26 0.4% 53.70
Close 59.20 59.66 0.46 0.8% 59.66
Range 1.15 1.37 0.22 19.1% 5.99
ATR 2.33 2.26 -0.07 -2.9% 0.00
Volume 8,630 10,760 2,130 24.7% 38,992
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.33 62.87 60.41
R3 61.96 61.50 60.04
R2 60.59 60.59 59.91
R1 60.13 60.13 59.79 60.36
PP 59.22 59.22 59.22 59.34
S1 58.76 58.76 59.53 58.99
S2 57.85 57.85 59.41
S3 56.48 57.39 59.28
S4 55.11 56.02 58.91
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 75.65 73.65 62.95
R3 69.66 67.66 61.31
R2 63.67 63.67 60.76
R1 61.67 61.67 60.21 62.67
PP 57.68 57.68 57.68 58.19
S1 55.68 55.68 59.11 56.68
S2 51.69 51.69 58.56
S3 45.70 49.69 58.01
S4 39.71 43.70 56.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.69 53.70 5.99 10.0% 1.52 2.6% 99% True False 7,798
10 60.27 53.70 6.57 11.0% 1.42 2.4% 91% False False 6,907
20 60.27 48.64 11.63 19.5% 1.74 2.9% 95% False False 6,569
40 60.27 45.06 15.21 25.5% 1.67 2.8% 96% False False 5,798
60 60.27 45.06 15.21 25.5% 1.52 2.6% 96% False False 4,926
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.51
2.618 63.28
1.618 61.91
1.000 61.06
0.618 60.54
HIGH 59.69
0.618 59.17
0.500 59.01
0.382 58.84
LOW 58.32
0.618 57.47
1.000 56.95
1.618 56.10
2.618 54.73
4.250 52.50
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 59.44 58.67
PP 59.22 57.68
S1 59.01 56.70

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

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