NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 54.30 54.26 -0.04 -0.1% 59.08
High 55.27 54.60 -0.67 -1.2% 59.72
Low 53.18 53.79 0.61 1.1% 57.27
Close 54.55 54.58 0.03 0.1% 58.10
Range 2.09 0.81 -1.28 -61.2% 2.45
ATR 2.11 2.02 -0.09 -4.4% 0.00
Volume 6,444 11,265 4,821 74.8% 28,510
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.75 56.48 55.03
R3 55.94 55.67 54.80
R2 55.13 55.13 54.73
R1 54.86 54.86 54.65 55.00
PP 54.32 54.32 54.32 54.39
S1 54.05 54.05 54.51 54.19
S2 53.51 53.51 54.43
S3 52.70 53.24 54.36
S4 51.89 52.43 54.13
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 58.70 53.18 5.52 10.1% 1.60 2.9% 25% False False 6,194
10 60.45 53.18 7.27 13.3% 1.74 3.2% 19% False False 6,794
20 60.45 53.18 7.27 13.3% 1.64 3.0% 19% False False 6,811
40 60.45 46.50 13.95 25.6% 1.73 3.2% 58% False False 6,461
60 60.45 45.06 15.39 28.2% 1.61 2.9% 62% False False 5,578
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 False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.04
2.618 56.72
1.618 55.91
1.000 55.41
0.618 55.10
HIGH 54.60
0.618 54.29
0.500 54.20
0.382 54.10
LOW 53.79
0.618 53.29
1.000 52.98
1.618 52.48
2.618 51.67
4.250 50.35
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 54.45 55.44
PP 54.32 55.15
S1 54.20 54.87

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

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