NYMEX Light Sweet Crude Oil Future November 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 55.50 55.18 -0.32 -0.6% 60.30
High 55.50 55.76 0.26 0.5% 60.30
Low 54.78 54.70 -0.08 -0.1% 58.14
Close 55.54 55.40 -0.14 -0.3% 58.89
Range 0.72 1.06 0.34 47.2% 2.16
ATR 1.83 1.78 -0.06 -3.0% 0.00
Volume 4,861 5,391 530 10.9% 18,601
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.47 57.99 55.98
R3 57.41 56.93 55.69
R2 56.35 56.35 55.59
R1 55.87 55.87 55.50 56.11
PP 55.29 55.29 55.29 55.41
S1 54.81 54.81 55.30 55.05
S2 54.23 54.23 55.21
S3 53.17 53.75 55.11
S4 52.11 52.69 54.82
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.59 64.40 60.08
R3 63.43 62.24 59.48
R2 61.27 61.27 59.29
R1 60.08 60.08 59.09 59.60
PP 59.11 59.11 59.11 58.87
S1 57.92 57.92 58.69 57.44
S2 56.95 56.95 58.49
S3 54.79 55.76 58.30
S4 52.63 53.60 57.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.50 54.25 5.25 9.5% 1.20 2.2% 22% False False 3,572
10 60.65 54.25 6.40 11.6% 1.12 2.0% 18% False False 4,013
20 60.85 54.25 6.60 11.9% 1.26 2.3% 17% False False 4,418
40 61.22 47.48 13.74 24.8% 1.56 2.8% 58% False False 4,626
60 61.22 45.87 15.35 27.7% 1.52 2.7% 62% False False 4,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.27
2.618 58.54
1.618 57.48
1.000 56.82
0.618 56.42
HIGH 55.76
0.618 55.36
0.500 55.23
0.382 55.10
LOW 54.70
0.618 54.04
1.000 53.64
1.618 52.98
2.618 51.92
4.250 50.20
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 55.34 55.29
PP 55.29 55.18
S1 55.23 55.07

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

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