NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 57.48 56.72 -0.76 -1.3% 60.80
High 58.51 57.33 -1.18 -2.0% 62.42
Low 56.72 56.31 -0.41 -0.7% 60.02
Close 58.51 57.33 -1.18 -2.0% 60.89
Range 1.79 1.02 -0.77 -43.0% 2.40
ATR 2.00 2.01 0.01 0.7% 0.00
Volume 1,205 1,263 58 4.8% 8,842
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.05 59.71 57.89
R3 59.03 58.69 57.61
R2 58.01 58.01 57.52
R1 57.67 57.67 57.42 57.84
PP 56.99 56.99 56.99 57.08
S1 56.65 56.65 57.24 56.82
S2 55.97 55.97 57.14
S3 54.95 55.63 57.05
S4 53.93 54.61 56.77
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 68.31 67.00 62.21
R3 65.91 64.60 61.55
R2 63.51 63.51 61.33
R1 62.20 62.20 61.11 62.86
PP 61.11 61.11 61.11 61.44
S1 59.80 59.80 60.67 60.46
S2 58.71 58.71 60.45
S3 56.31 57.40 60.23
S4 53.91 55.00 59.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.24 56.31 5.93 10.3% 1.26 2.2% 17% False True 1,489
10 62.42 56.31 6.11 10.7% 1.17 2.0% 17% False True 1,717
20 62.42 50.10 12.32 21.5% 1.47 2.6% 59% False False 2,162
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.67
2.618 60.00
1.618 58.98
1.000 58.35
0.618 57.96
HIGH 57.33
0.618 56.94
0.500 56.82
0.382 56.70
LOW 56.31
0.618 55.68
1.000 55.29
1.618 54.66
2.618 53.64
4.250 51.98
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 57.16 57.65
PP 56.99 57.54
S1 56.82 57.44

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

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