NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 56.30 57.21 0.91 1.6% 59.50
High 58.00 57.33 -0.67 -1.2% 59.56
Low 55.65 54.92 -0.73 -1.3% 54.95
Close 57.79 56.63 -1.16 -2.0% 57.79
Range 2.35 2.41 0.06 2.6% 4.61
ATR 2.27 2.31 0.04 1.9% 0.00
Volume 21,123 22,570 1,447 6.9% 93,982
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.52 62.49 57.96
R3 61.11 60.08 57.29
R2 58.70 58.70 57.07
R1 57.67 57.67 56.85 56.98
PP 56.29 56.29 56.29 55.95
S1 55.26 55.26 56.41 54.57
S2 53.88 53.88 56.19
S3 51.47 52.85 55.97
S4 49.06 50.44 55.30
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 71.26 69.14 60.33
R3 66.65 64.53 59.06
R2 62.04 62.04 58.64
R1 59.92 59.92 58.21 58.68
PP 57.43 57.43 57.43 56.81
S1 55.31 55.31 57.37 54.07
S2 52.82 52.82 56.94
S3 48.21 50.70 56.52
S4 43.60 46.09 55.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.00 54.92 3.08 5.4% 1.89 3.3% 56% False True 20,675
10 61.41 54.92 6.49 11.5% 1.89 3.3% 26% False True 17,006
20 62.31 54.92 7.39 13.0% 2.29 4.1% 23% False True 19,094
40 62.31 48.00 14.31 25.3% 2.38 4.2% 60% False False 20,876
60 62.31 46.14 16.17 28.6% 2.34 4.1% 65% False False 20,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.57
2.618 63.64
1.618 61.23
1.000 59.74
0.618 58.82
HIGH 57.33
0.618 56.41
0.500 56.13
0.382 55.84
LOW 54.92
0.618 53.43
1.000 52.51
1.618 51.02
2.618 48.61
4.250 44.68
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 56.46 56.57
PP 56.29 56.52
S1 56.13 56.46

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

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