NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 56.61 56.15 -0.46 -0.8% 61.41
High 56.68 56.81 0.13 0.2% 61.86
Low 55.57 55.48 -0.09 -0.2% 58.85
Close 56.48 56.28 -0.20 -0.4% 59.67
Range 1.11 1.33 0.22 19.8% 3.01
ATR 2.34 2.27 -0.07 -3.1% 0.00
Volume 20,709 20,717 8 0.0% 73,717
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.18 59.56 57.01
R3 58.85 58.23 56.65
R2 57.52 57.52 56.52
R1 56.90 56.90 56.40 57.21
PP 56.19 56.19 56.19 56.35
S1 55.57 55.57 56.16 55.88
S2 54.86 54.86 56.04
S3 53.53 54.24 55.91
S4 52.20 52.91 55.55
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 60.46 54.95 5.51 9.8% 1.83 3.3% 24% False False 16,861
10 62.25 54.95 7.30 13.0% 1.92 3.4% 18% False False 16,854
20 62.31 54.95 7.36 13.1% 2.24 4.0% 18% False False 19,050
40 62.31 48.00 14.31 25.4% 2.38 4.2% 58% False False 21,202
60 62.31 46.14 16.17 28.7% 2.33 4.1% 63% False False 20,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.46
2.618 60.29
1.618 58.96
1.000 58.14
0.618 57.63
HIGH 56.81
0.618 56.30
0.500 56.15
0.382 55.99
LOW 55.48
0.618 54.66
1.000 54.15
1.618 53.33
2.618 52.00
4.250 49.83
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 56.24 56.21
PP 56.19 56.14
S1 56.15 56.07

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

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