NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 56.63 55.72 -0.91 -1.6% 59.50
High 56.63 57.56 0.93 1.6% 59.56
Low 55.21 55.70 0.49 0.9% 54.95
Close 56.08 57.21 1.13 2.0% 57.79
Range 1.42 1.86 0.44 31.0% 4.61
ATR 2.25 2.22 -0.03 -1.2% 0.00
Volume 17,201 13,755 -3,446 -20.0% 93,982
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.40 61.67 58.23
R3 60.54 59.81 57.72
R2 58.68 58.68 57.55
R1 57.95 57.95 57.38 58.32
PP 56.82 56.82 56.82 57.01
S1 56.09 56.09 57.04 56.46
S2 54.96 54.96 56.87
S3 53.10 54.23 56.70
S4 51.24 52.37 56.19
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% 1.87 3.3% 74% False False 19,073
10 60.46 54.92 5.54 9.7% 1.85 3.2% 41% False False 17,403
20 62.31 54.92 7.39 12.9% 2.20 3.8% 31% False False 18,729
40 62.31 48.76 13.55 23.7% 2.31 4.0% 62% False False 20,687
60 62.31 46.14 16.17 28.3% 2.32 4.1% 68% False False 20,688
80 64.09 46.14 17.95 31.4% 2.39 4.2% 62% False False 20,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.47
2.618 62.43
1.618 60.57
1.000 59.42
0.618 58.71
HIGH 57.56
0.618 56.85
0.500 56.63
0.382 56.41
LOW 55.70
0.618 54.55
1.000 53.84
1.618 52.69
2.618 50.83
4.250 47.80
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 57.02 56.89
PP 56.82 56.56
S1 56.63 56.24

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

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