NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 55.18 55.05 -0.13 -0.2% 56.99
High 55.76 56.97 1.21 2.2% 57.41
Low 54.70 55.05 0.35 0.6% 54.25
Close 55.40 56.93 1.53 2.8% 56.93
Range 1.06 1.92 0.86 81.1% 3.16
ATR 1.78 1.79 0.01 0.6% 0.00
Volume 5,391 3,900 -1,491 -27.7% 19,818
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.08 61.42 57.99
R3 60.16 59.50 57.46
R2 58.24 58.24 57.28
R1 57.58 57.58 57.11 57.91
PP 56.32 56.32 56.32 56.48
S1 55.66 55.66 56.75 55.99
S2 54.40 54.40 56.58
S3 52.48 53.74 56.40
S4 50.56 51.82 55.87
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.68 64.46 58.67
R3 62.52 61.30 57.80
R2 59.36 59.36 57.51
R1 58.14 58.14 57.22 57.17
PP 56.20 56.20 56.20 55.71
S1 54.98 54.98 56.64 54.01
S2 53.04 53.04 56.35
S3 49.88 51.82 56.06
S4 46.72 48.66 55.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.41 54.25 3.16 5.6% 1.44 2.5% 85% False False 3,963
10 60.30 54.25 6.05 10.6% 1.24 2.2% 44% False False 3,841
20 60.65 54.25 6.40 11.2% 1.31 2.3% 42% False False 4,434
40 61.22 47.48 13.74 24.1% 1.55 2.7% 69% False False 4,606
60 61.22 45.87 15.35 27.0% 1.52 2.7% 72% False False 4,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 65.13
2.618 62.00
1.618 60.08
1.000 58.89
0.618 58.16
HIGH 56.97
0.618 56.24
0.500 56.01
0.382 55.78
LOW 55.05
0.618 53.86
1.000 53.13
1.618 51.94
2.618 50.02
4.250 46.89
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 56.62 56.57
PP 56.32 56.20
S1 56.01 55.84

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

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