NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 59.31 59.73 0.42 0.7% 61.40
High 60.51 60.30 -0.21 -0.3% 62.31
Low 58.85 58.99 0.14 0.2% 58.00
Close 59.25 59.68 0.43 0.7% 61.91
Range 1.66 1.31 -0.35 -21.1% 4.31
ATR 2.55 2.46 -0.09 -3.5% 0.00
Volume 12,855 15,075 2,220 17.3% 72,756
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.59 62.94 60.40
R3 62.28 61.63 60.04
R2 60.97 60.97 59.92
R1 60.32 60.32 59.80 59.99
PP 59.66 59.66 59.66 59.49
S1 59.01 59.01 59.56 58.68
S2 58.35 58.35 59.44
S3 57.04 57.70 59.32
S4 55.73 56.39 58.96
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 62.25 58.85 3.40 5.7% 2.01 3.4% 24% False False 16,846
10 62.31 56.91 5.40 9.0% 2.51 4.2% 51% False False 18,676
20 62.31 55.41 6.90 11.6% 2.32 3.9% 62% False False 20,942
40 62.31 46.14 16.17 27.1% 2.44 4.1% 84% False False 21,853
60 62.31 46.14 16.17 27.1% 2.40 4.0% 84% False False 21,280
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 65.87
2.618 63.73
1.618 62.42
1.000 61.61
0.618 61.11
HIGH 60.30
0.618 59.80
0.500 59.65
0.382 59.49
LOW 58.99
0.618 58.18
1.000 57.68
1.618 56.87
2.618 55.56
4.250 53.42
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 59.67 60.13
PP 59.66 59.98
S1 59.65 59.83

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

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