NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 59.33 58.74 -0.59 -1.0% 59.02
High 59.99 59.06 -0.93 -1.6% 60.65
Low 59.06 58.14 -0.92 -1.6% 57.80
Close 59.21 58.43 -0.78 -1.3% 61.07
Range 0.93 0.92 -0.01 -1.1% 2.85
ATR 2.10 2.02 -0.07 -3.5% 0.00
Volume 3,375 3,148 -227 -6.7% 18,452
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.30 60.79 58.94
R3 60.38 59.87 58.68
R2 59.46 59.46 58.60
R1 58.95 58.95 58.51 58.75
PP 58.54 58.54 58.54 58.44
S1 58.03 58.03 58.35 57.83
S2 57.62 57.62 58.26
S3 56.70 57.11 58.18
S4 55.78 56.19 57.92
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 68.39 67.58 62.64
R3 65.54 64.73 61.85
R2 62.69 62.69 61.59
R1 61.88 61.88 61.33 62.29
PP 59.84 59.84 59.84 60.04
S1 59.03 59.03 60.81 59.44
S2 56.99 56.99 60.55
S3 54.14 56.18 60.29
S4 51.29 53.33 59.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.65 57.80 2.85 4.9% 1.44 2.5% 22% False False 4,917
10 60.65 54.52 6.13 10.5% 1.29 2.2% 64% False False 5,087
20 61.22 53.70 7.52 12.9% 1.49 2.5% 63% False False 5,163
40 61.22 45.87 15.35 26.3% 1.67 2.9% 82% False False 4,779
60 61.22 45.87 15.35 26.3% 1.53 2.6% 82% False False 4,247
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 True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.97
2.618 61.47
1.618 60.55
1.000 59.98
0.618 59.63
HIGH 59.06
0.618 58.71
0.500 58.60
0.382 58.49
LOW 58.14
0.618 57.57
1.000 57.22
1.618 56.65
2.618 55.73
4.250 54.23
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 58.60 59.22
PP 58.54 58.96
S1 58.49 58.69

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

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