NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 59.08 59.23 0.15 0.3% 60.20
High 59.72 59.43 -0.29 -0.5% 60.45
Low 57.40 58.01 0.61 1.1% 56.62
Close 58.73 58.39 -0.34 -0.6% 60.23
Range 2.32 1.42 -0.90 -38.8% 3.83
ATR 2.31 2.25 -0.06 -2.8% 0.00
Volume 7,435 5,568 -1,867 -25.1% 30,517
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.87 62.05 59.17
R3 61.45 60.63 58.78
R2 60.03 60.03 58.65
R1 59.21 59.21 58.52 58.91
PP 58.61 58.61 58.61 58.46
S1 57.79 57.79 58.26 57.49
S2 57.19 57.19 58.13
S3 55.77 56.37 58.00
S4 54.35 54.95 57.61
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 6.6% 1.93 3.3% 46% False False 7,527
10 60.45 53.70 6.75 11.6% 1.77 3.0% 69% False False 7,665
20 60.45 52.34 8.11 13.9% 1.74 3.0% 75% False False 6,913
40 60.45 45.06 15.39 26.4% 1.75 3.0% 87% False False 6,244
60 60.45 45.06 15.39 26.4% 1.63 2.8% 87% False False 5,342
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.47
2.618 63.15
1.618 61.73
1.000 60.85
0.618 60.31
HIGH 59.43
0.618 58.89
0.500 58.72
0.382 58.55
LOW 58.01
0.618 57.13
1.000 56.59
1.618 55.71
2.618 54.29
4.250 51.98
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 58.72 58.93
PP 58.61 58.75
S1 58.50 58.57

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

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