NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 58.20 57.49 -0.71 -1.2% 59.08
High 58.28 58.70 0.42 0.7% 59.72
Low 57.60 57.49 -0.11 -0.2% 57.27
Close 57.97 58.10 0.13 0.2% 58.10
Range 0.68 1.21 0.53 77.9% 2.45
ATR 2.06 2.00 -0.06 -3.0% 0.00
Volume 5,413 4,546 -867 -16.0% 28,510
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.73 61.12 58.77
R3 60.52 59.91 58.43
R2 59.31 59.31 58.32
R1 58.70 58.70 58.21 59.01
PP 58.10 58.10 58.10 58.25
S1 57.49 57.49 57.99 57.80
S2 56.89 56.89 57.88
S3 55.68 56.28 57.77
S4 54.47 55.07 57.43
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.71 64.36 59.45
R3 63.26 61.91 58.77
R2 60.81 60.81 58.55
R1 59.46 59.46 58.32 58.91
PP 58.36 58.36 58.36 58.09
S1 57.01 57.01 57.88 56.46
S2 55.91 55.91 57.65
S3 53.46 54.56 57.43
S4 51.01 52.11 56.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.72 57.27 2.45 4.2% 1.33 2.3% 34% False False 5,702
10 60.45 56.62 3.83 6.6% 1.64 2.8% 39% False False 6,978
20 60.45 53.70 6.75 11.6% 1.53 2.6% 65% False False 6,761
40 60.45 45.81 14.64 25.2% 1.71 2.9% 84% False False 6,200
60 60.45 45.06 15.39 26.5% 1.61 2.8% 85% False False 5,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.84
2.618 61.87
1.618 60.66
1.000 59.91
0.618 59.45
HIGH 58.70
0.618 58.24
0.500 58.10
0.382 57.95
LOW 57.49
0.618 56.74
1.000 56.28
1.618 55.53
2.618 54.32
4.250 52.35
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 58.10 58.06
PP 58.10 58.02
S1 58.10 57.99

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

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