NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 56.75 56.91 0.16 0.3% 60.00
High 57.10 61.25 4.15 7.3% 62.13
Low 55.41 56.91 1.50 2.7% 59.21
Close 56.54 60.97 4.43 7.8% 60.17
Range 1.69 4.34 2.65 156.8% 2.92
ATR 2.50 2.66 0.16 6.3% 0.00
Volume 28,861 26,508 -2,353 -8.2% 113,362
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 72.73 71.19 63.36
R3 68.39 66.85 62.16
R2 64.05 64.05 61.77
R1 62.51 62.51 61.37 63.28
PP 59.71 59.71 59.71 60.10
S1 58.17 58.17 60.57 58.94
S2 55.37 55.37 60.17
S3 51.03 53.83 59.78
S4 46.69 49.49 58.58
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 69.26 67.64 61.78
R3 66.34 64.72 60.97
R2 63.42 63.42 60.71
R1 61.80 61.80 60.44 62.61
PP 60.50 60.50 60.50 60.91
S1 58.88 58.88 59.90 59.69
S2 57.58 57.58 59.63
S3 54.66 55.96 59.37
S4 51.74 53.04 58.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.25 55.41 5.84 9.6% 2.65 4.3% 95% True False 21,459
10 62.13 55.41 6.72 11.0% 2.21 3.6% 83% False False 23,433
20 62.13 49.46 12.67 20.8% 2.47 4.1% 91% False False 22,942
40 62.13 46.14 15.99 26.2% 2.47 4.0% 93% False False 22,220
60 62.50 46.14 16.36 26.8% 2.45 4.0% 91% False False 21,058
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 0.26
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 79.70
2.618 72.61
1.618 68.27
1.000 65.59
0.618 63.93
HIGH 61.25
0.618 59.59
0.500 59.08
0.382 58.57
LOW 56.91
0.618 54.23
1.000 52.57
1.618 49.89
2.618 45.55
4.250 38.47
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 60.34 60.09
PP 59.71 59.21
S1 59.08 58.33

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

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