NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 54.26 54.60 0.34 0.6% 59.08
High 54.60 54.60 0.00 0.0% 59.72
Low 53.79 53.82 0.03 0.1% 57.27
Close 54.58 54.50 -0.08 -0.1% 58.10
Range 0.81 0.78 -0.03 -3.7% 2.45
ATR 2.02 1.93 -0.09 -4.4% 0.00
Volume 11,265 9,427 -1,838 -16.3% 28,510
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.65 56.35 54.93
R3 55.87 55.57 54.71
R2 55.09 55.09 54.64
R1 54.79 54.79 54.57 54.55
PP 54.31 54.31 54.31 54.19
S1 54.01 54.01 54.43 53.77
S2 53.53 53.53 54.36
S3 52.75 53.23 54.29
S4 51.97 52.45 54.07
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% 1.62 3.0% 24% False False 6,997
10 60.45 53.18 7.27 13.3% 1.51 2.8% 18% False False 6,636
20 60.45 53.18 7.27 13.3% 1.61 2.9% 18% False False 6,897
40 60.45 46.50 13.95 25.6% 1.69 3.1% 57% False False 6,514
60 60.45 45.06 15.39 28.2% 1.61 2.9% 61% False False 5,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.92
2.618 56.64
1.618 55.86
1.000 55.38
0.618 55.08
HIGH 54.60
0.618 54.30
0.500 54.21
0.382 54.12
LOW 53.82
0.618 53.34
1.000 53.04
1.618 52.56
2.618 51.78
4.250 50.51
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 54.40 54.41
PP 54.31 54.32
S1 54.21 54.23

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

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