NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 55.11 56.00 0.89 1.6% 56.99
High 55.24 56.72 1.48 2.7% 57.41
Low 54.71 55.68 0.97 1.8% 54.25
Close 55.15 56.28 1.13 2.0% 56.93
Range 0.53 1.04 0.51 96.2% 3.16
ATR 1.79 1.78 -0.02 -0.9% 0.00
Volume 5,423 3,298 -2,125 -39.2% 19,818
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.35 58.85 56.85
R3 58.31 57.81 56.57
R2 57.27 57.27 56.47
R1 56.77 56.77 56.38 57.02
PP 56.23 56.23 56.23 56.35
S1 55.73 55.73 56.18 55.98
S2 55.19 55.19 56.09
S3 54.15 54.69 55.99
S4 53.11 53.65 55.71
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 56.97 54.20 2.77 4.9% 1.30 2.3% 75% False False 4,831
10 59.50 54.20 5.30 9.4% 1.19 2.1% 39% False False 3,985
20 60.65 54.20 6.45 11.5% 1.24 2.2% 32% False False 4,536
40 61.22 49.00 12.22 21.7% 1.52 2.7% 60% False False 4,623
60 61.22 45.87 15.35 27.3% 1.53 2.7% 68% False False 4,356
80 63.22 45.87 17.35 30.8% 1.49 2.7% 60% False False 4,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.14
2.618 59.44
1.618 58.40
1.000 57.76
0.618 57.36
HIGH 56.72
0.618 56.32
0.500 56.20
0.382 56.08
LOW 55.68
0.618 55.04
1.000 54.64
1.618 54.00
2.618 52.96
4.250 51.26
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 56.25 56.01
PP 56.23 55.73
S1 56.20 55.46

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

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