NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 59.77 60.75 0.98 1.6% 58.91
High 61.79 62.00 0.21 0.3% 62.00
Low 59.69 60.75 1.06 1.8% 56.31
Close 61.74 62.14 0.40 0.6% 62.14
Range 2.10 1.25 -0.85 -40.5% 5.69
ATR 2.19 2.12 -0.07 -3.1% 0.00
Volume 1,770 1,735 -35 -2.0% 7,802
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.38 65.01 62.83
R3 64.13 63.76 62.48
R2 62.88 62.88 62.37
R1 62.51 62.51 62.25 62.70
PP 61.63 61.63 61.63 61.72
S1 61.26 61.26 62.03 61.45
S2 60.38 60.38 61.91
S3 59.13 60.01 61.80
S4 57.88 58.76 61.45
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 77.22 75.37 65.27
R3 71.53 69.68 63.70
R2 65.84 65.84 63.18
R1 63.99 63.99 62.66 64.92
PP 60.15 60.15 60.15 60.61
S1 58.30 58.30 61.62 59.23
S2 54.46 54.46 61.10
S3 48.77 52.61 60.58
S4 43.08 46.92 59.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.00 56.31 5.69 9.2% 1.48 2.4% 102% True False 1,560
10 62.42 56.31 6.11 9.8% 1.34 2.1% 95% False False 1,664
20 62.42 50.10 12.32 19.8% 1.54 2.5% 98% False False 2,074
Crabel Price Patterns
NR True
NR4 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.31
2.618 65.27
1.618 64.02
1.000 63.25
0.618 62.77
HIGH 62.00
0.618 61.52
0.500 61.38
0.382 61.23
LOW 60.75
0.618 59.98
1.000 59.50
1.618 58.73
2.618 57.48
4.250 55.44
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 61.89 61.15
PP 61.63 60.15
S1 61.38 59.16

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

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