NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 57.80 58.20 0.40 0.7% 60.20
High 58.30 58.28 -0.02 0.0% 60.45
Low 57.27 57.60 0.33 0.6% 56.62
Close 57.60 57.97 0.37 0.6% 60.23
Range 1.03 0.68 -0.35 -34.0% 3.83
ATR 2.17 2.06 -0.11 -4.9% 0.00
Volume 5,548 5,413 -135 -2.4% 30,517
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.99 59.66 58.34
R3 59.31 58.98 58.16
R2 58.63 58.63 58.09
R1 58.30 58.30 58.03 58.13
PP 57.95 57.95 57.95 57.86
S1 57.62 57.62 57.91 57.45
S2 57.27 57.27 57.85
S3 56.59 56.94 57.78
S4 55.91 56.26 57.60
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 57.27 3.18 5.5% 1.39 2.4% 22% False False 6,276
10 60.45 56.62 3.83 6.6% 1.64 2.8% 35% False False 7,387
20 60.45 53.70 6.75 11.6% 1.59 2.7% 63% False False 6,824
40 60.45 45.81 14.64 25.3% 1.72 3.0% 83% False False 6,234
60 60.45 45.06 15.39 26.5% 1.61 2.8% 84% False False 5,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 61.17
2.618 60.06
1.618 59.38
1.000 58.96
0.618 58.70
HIGH 58.28
0.618 58.02
0.500 57.94
0.382 57.86
LOW 57.60
0.618 57.18
1.000 56.92
1.618 56.50
2.618 55.82
4.250 54.71
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 57.96 58.35
PP 57.95 58.22
S1 57.94 58.10

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

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