NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 60.15 61.41 1.26 2.1% 61.40
High 62.25 61.86 -0.39 -0.6% 62.31
Low 60.15 58.90 -1.25 -2.1% 58.00
Close 61.91 60.30 -1.61 -2.6% 61.91
Range 2.10 2.96 0.86 41.0% 4.31
ATR 2.64 2.67 0.03 1.0% 0.00
Volume 21,964 20,209 -1,755 -8.0% 72,756
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.23 67.73 61.93
R3 66.27 64.77 61.11
R2 63.31 63.31 60.84
R1 61.81 61.81 60.57 61.08
PP 60.35 60.35 60.35 59.99
S1 58.85 58.85 60.03 58.12
S2 57.39 57.39 59.76
S3 54.43 55.89 59.49
S4 51.47 52.93 58.67
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 73.67 72.10 64.28
R3 69.36 67.79 63.10
R2 65.05 65.05 62.70
R1 63.48 63.48 62.31 64.27
PP 60.74 60.74 60.74 61.13
S1 59.17 59.17 61.51 59.96
S2 56.43 56.43 61.12
S3 52.12 54.86 60.72
S4 47.81 50.55 59.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.31 58.00 4.31 7.1% 2.74 4.5% 53% False False 18,593
10 62.31 55.41 6.90 11.4% 2.70 4.5% 71% False False 21,183
20 62.31 50.50 11.81 19.6% 2.55 4.2% 83% False False 21,780
40 62.31 46.14 16.17 26.8% 2.55 4.2% 88% False False 22,292
60 62.31 46.14 16.17 26.8% 2.46 4.1% 88% False False 21,436
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.44
2.618 69.61
1.618 66.65
1.000 64.82
0.618 63.69
HIGH 61.86
0.618 60.73
0.500 60.38
0.382 60.03
LOW 58.90
0.618 57.07
1.000 55.94
1.618 54.11
2.618 51.15
4.250 46.32
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 60.38 60.24
PP 60.35 60.18
S1 60.33 60.13

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

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