NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 59.68 59.02 -0.66 -1.1% 58.53
High 60.52 59.79 -0.73 -1.2% 60.52
Low 59.24 58.64 -0.60 -1.0% 54.52
Close 60.52 59.79 -0.73 -1.2% 60.52
Range 1.28 1.15 -0.13 -10.2% 6.00
ATR 2.25 2.22 -0.03 -1.2% 0.00
Volume 7,417 3,802 -3,615 -48.7% 28,332
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.86 62.47 60.42
R3 61.71 61.32 60.11
R2 60.56 60.56 60.00
R1 60.17 60.17 59.90 60.37
PP 59.41 59.41 59.41 59.50
S1 59.02 59.02 59.68 59.22
S2 58.26 58.26 59.58
S3 57.11 57.87 59.47
S4 55.96 56.72 59.16
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 10.0% 1.38 2.3% 88% False False 5,471
10 60.85 54.52 6.33 10.6% 1.31 2.2% 83% False False 5,314
20 61.22 49.00 12.22 20.4% 1.74 2.9% 88% False False 4,950
40 61.22 45.87 15.35 25.7% 1.71 2.9% 91% False False 4,587
60 61.22 45.87 15.35 25.7% 1.55 2.6% 91% False False 4,095
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.68
2.618 62.80
1.618 61.65
1.000 60.94
0.618 60.50
HIGH 59.79
0.618 59.35
0.500 59.22
0.382 59.08
LOW 58.64
0.618 57.93
1.000 57.49
1.618 56.78
2.618 55.63
4.250 53.75
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 59.60 59.69
PP 59.41 59.59
S1 59.22 59.49

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

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