NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 59.50 56.64 -2.86 -4.8% 61.41
High 59.56 57.19 -2.37 -4.0% 61.86
Low 56.35 54.95 -1.40 -2.5% 58.85
Close 56.53 56.42 -0.11 -0.2% 59.67
Range 3.21 2.24 -0.97 -30.2% 3.01
ATR 2.45 2.43 -0.01 -0.6% 0.00
Volume 13,175 18,258 5,083 38.6% 73,717
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.91 61.90 57.65
R3 60.67 59.66 57.04
R2 58.43 58.43 56.83
R1 57.42 57.42 56.63 56.81
PP 56.19 56.19 56.19 55.88
S1 55.18 55.18 56.21 54.57
S2 53.95 53.95 56.01
S3 51.71 52.94 55.80
S4 49.47 50.70 55.19
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.16 67.42 61.33
R3 66.15 64.41 60.50
R2 63.14 63.14 60.22
R1 61.40 61.40 59.95 60.77
PP 60.13 60.13 60.13 59.81
S1 58.39 58.39 59.39 57.76
S2 57.12 57.12 59.12
S3 54.11 55.38 58.84
S4 51.10 52.37 58.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.51 54.95 5.56 9.9% 1.94 3.4% 26% False True 14,162
10 62.25 54.95 7.30 12.9% 2.24 4.0% 20% False True 16,260
20 62.31 54.95 7.36 13.0% 2.27 4.0% 20% False True 19,345
40 62.31 48.00 14.31 25.4% 2.41 4.3% 59% False False 21,156
60 62.31 46.14 16.17 28.7% 2.38 4.2% 64% False False 20,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.71
2.618 63.05
1.618 60.81
1.000 59.43
0.618 58.57
HIGH 57.19
0.618 56.33
0.500 56.07
0.382 55.81
LOW 54.95
0.618 53.57
1.000 52.71
1.618 51.33
2.618 49.09
4.250 45.43
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 56.30 57.71
PP 56.19 57.28
S1 56.07 56.85

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

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