NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 57.21 56.63 -0.58 -1.0% 59.50
High 57.33 56.63 -0.70 -1.2% 59.56
Low 54.92 55.21 0.29 0.5% 54.95
Close 56.63 56.08 -0.55 -1.0% 57.79
Range 2.41 1.42 -0.99 -41.1% 4.61
ATR 2.31 2.25 -0.06 -2.8% 0.00
Volume 22,570 17,201 -5,369 -23.8% 93,982
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.23 59.58 56.86
R3 58.81 58.16 56.47
R2 57.39 57.39 56.34
R1 56.74 56.74 56.21 56.36
PP 55.97 55.97 55.97 55.78
S1 55.32 55.32 55.95 54.94
S2 54.55 54.55 55.82
S3 53.13 53.90 55.69
S4 51.71 52.48 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 5.5% 1.72 3.1% 38% False False 20,464
10 60.51 54.92 5.59 10.0% 1.83 3.3% 21% False False 17,313
20 62.31 54.92 7.39 13.2% 2.22 4.0% 16% False False 19,205
40 62.31 48.00 14.31 25.5% 2.31 4.1% 56% False False 20,798
60 62.31 46.14 16.17 28.8% 2.33 4.2% 61% False False 20,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.67
2.618 60.35
1.618 58.93
1.000 58.05
0.618 57.51
HIGH 56.63
0.618 56.09
0.500 55.92
0.382 55.75
LOW 55.21
0.618 54.33
1.000 53.79
1.618 52.91
2.618 51.49
4.250 49.18
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 56.03 56.46
PP 55.97 56.33
S1 55.92 56.21

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

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