NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 58.79 56.62 -2.17 -3.7% 56.95
High 59.00 59.70 0.70 1.2% 59.69
Low 57.69 56.62 -1.07 -1.9% 53.70
Close 57.98 58.18 0.20 0.3% 59.66
Range 1.31 3.08 1.77 135.1% 5.99
ATR 2.21 2.27 0.06 2.8% 0.00
Volume 6,210 11,006 4,796 77.2% 38,992
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.41 65.87 59.87
R3 64.33 62.79 59.03
R2 61.25 61.25 58.74
R1 59.71 59.71 58.46 60.48
PP 58.17 58.17 58.17 58.55
S1 56.63 56.63 57.90 57.40
S2 55.09 55.09 57.62
S3 52.01 53.55 57.33
S4 48.93 50.47 56.49
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 60.20 56.62 3.58 6.2% 1.88 3.2% 44% False True 8,498
10 60.20 53.70 6.50 11.2% 1.71 2.9% 69% False False 7,158
20 60.27 49.19 11.08 19.0% 1.83 3.1% 81% False False 6,665
40 60.27 45.06 15.21 26.1% 1.69 2.9% 86% False False 6,067
60 60.27 45.06 15.21 26.1% 1.60 2.8% 86% False False 5,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 72.79
2.618 67.76
1.618 64.68
1.000 62.78
0.618 61.60
HIGH 59.70
0.618 58.52
0.500 58.16
0.382 57.80
LOW 56.62
0.618 54.72
1.000 53.54
1.618 51.64
2.618 48.56
4.250 43.53
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 58.17 58.41
PP 58.17 58.33
S1 58.16 58.26

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

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