NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 58.62 59.68 1.06 1.8% 58.53
High 60.11 60.52 0.41 0.7% 60.52
Low 58.46 59.24 0.78 1.3% 54.52
Close 60.10 60.52 0.42 0.7% 60.52
Range 1.65 1.28 -0.37 -22.4% 6.00
ATR 2.32 2.25 -0.07 -3.2% 0.00
Volume 5,781 7,417 1,636 28.3% 28,332
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.93 63.51 61.22
R3 62.65 62.23 60.87
R2 61.37 61.37 60.75
R1 60.95 60.95 60.64 61.16
PP 60.09 60.09 60.09 60.20
S1 59.67 59.67 60.40 59.88
S2 58.81 58.81 60.29
S3 57.53 58.39 60.17
S4 56.25 57.11 59.82
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 76.52 74.52 63.82
R3 70.52 68.52 62.17
R2 64.52 64.52 61.62
R1 62.52 62.52 61.07 63.52
PP 58.52 58.52 58.52 59.02
S1 56.52 56.52 59.97 57.52
S2 52.52 52.52 59.42
S3 46.52 50.52 58.87
S4 40.52 44.52 57.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.52 54.52 6.00 9.9% 1.68 2.8% 100% True False 5,666
10 61.22 54.52 6.70 11.1% 1.41 2.3% 90% False False 5,484
20 61.22 49.00 12.22 20.2% 1.80 3.0% 94% False False 4,932
40 61.22 45.87 15.35 25.4% 1.72 2.8% 95% False False 4,594
60 61.22 45.87 15.35 25.4% 1.54 2.5% 95% False False 4,084
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.96
2.618 63.87
1.618 62.59
1.000 61.80
0.618 61.31
HIGH 60.52
0.618 60.03
0.500 59.88
0.382 59.73
LOW 59.24
0.618 58.45
1.000 57.96
1.618 57.17
2.618 55.89
4.250 53.80
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 60.31 59.52
PP 60.09 58.52
S1 59.88 57.52

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

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