NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 60.91 60.25 -0.66 -1.1% 58.91
High 61.57 60.65 -0.92 -1.5% 62.00
Low 60.91 60.25 -0.66 -1.1% 56.31
Close 61.44 60.49 -0.95 -1.5% 62.14
Range 0.66 0.40 -0.26 -39.4% 5.69
ATR 2.06 1.99 -0.06 -3.0% 0.00
Volume 3,395 2,733 -662 -19.5% 7,802
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.66 61.48 60.71
R3 61.26 61.08 60.60
R2 60.86 60.86 60.56
R1 60.68 60.68 60.53 60.77
PP 60.46 60.46 60.46 60.51
S1 60.28 60.28 60.45 60.37
S2 60.06 60.06 60.42
S3 59.66 59.88 60.38
S4 59.26 59.48 60.27
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 9.4% 1.09 1.8% 73% False False 2,179
10 62.24 56.31 5.93 9.8% 1.20 2.0% 70% False False 1,918
20 62.42 50.10 12.32 20.4% 1.40 2.3% 84% False False 2,167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 62.35
2.618 61.70
1.618 61.30
1.000 61.05
0.618 60.90
HIGH 60.65
0.618 60.50
0.500 60.45
0.382 60.40
LOW 60.25
0.618 60.00
1.000 59.85
1.618 59.60
2.618 59.20
4.250 58.55
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 60.48 61.13
PP 60.46 60.91
S1 60.45 60.70

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

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