NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 59.13 59.08 -0.05 -0.1% 60.20
High 60.45 59.72 -0.73 -1.2% 60.45
Low 58.93 57.40 -1.53 -2.6% 56.62
Close 60.23 58.73 -1.50 -2.5% 60.23
Range 1.52 2.32 0.80 52.6% 3.83
ATR 2.27 2.31 0.04 1.7% 0.00
Volume 7,416 7,435 19 0.3% 30,517
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.58 64.47 60.01
R3 63.26 62.15 59.37
R2 60.94 60.94 59.16
R1 59.83 59.83 58.94 59.23
PP 58.62 58.62 58.62 58.31
S1 57.51 57.51 58.52 56.91
S2 56.30 56.30 58.30
S3 53.98 55.19 58.09
S4 51.66 52.87 57.45
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.59 69.24 62.34
R3 66.76 65.41 61.28
R2 62.93 62.93 60.93
R1 61.58 61.58 60.58 62.26
PP 59.10 59.10 59.10 59.44
S1 57.75 57.75 59.88 58.43
S2 55.27 55.27 59.53
S3 51.44 53.92 59.18
S4 47.61 50.09 58.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.45 56.62 3.83 6.5% 2.15 3.7% 55% False False 7,590
10 60.45 53.70 6.75 11.5% 1.84 3.1% 75% False False 7,694
20 60.45 49.73 10.72 18.3% 1.79 3.1% 84% False False 6,841
40 60.45 45.06 15.39 26.2% 1.75 3.0% 89% False False 6,269
60 60.45 45.06 15.39 26.2% 1.64 2.8% 89% False False 5,335
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.58
2.618 65.79
1.618 63.47
1.000 62.04
0.618 61.15
HIGH 59.72
0.618 58.83
0.500 58.56
0.382 58.29
LOW 57.40
0.618 55.97
1.000 55.08
1.618 53.65
2.618 51.33
4.250 47.54
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 58.67 58.67
PP 58.62 58.60
S1 58.56 58.54

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

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