NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 61.50 61.54 0.04 0.1% 60.91
High 61.50 61.54 0.04 0.1% 62.41
Low 60.00 60.55 0.55 0.9% 59.83
Close 61.06 60.80 -0.26 -0.4% 62.67
Range 1.50 0.99 -0.51 -34.0% 2.58
ATR 2.02 1.95 -0.07 -3.6% 0.00
Volume 1,640 1,795 155 9.5% 11,893
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.93 63.36 61.34
R3 62.94 62.37 61.07
R2 61.95 61.95 60.98
R1 61.38 61.38 60.89 61.17
PP 60.96 60.96 60.96 60.86
S1 60.39 60.39 60.71 60.18
S2 59.97 59.97 60.62
S3 58.98 59.40 60.53
S4 57.99 58.41 60.26
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.38 68.60 64.09
R3 66.80 66.02 63.38
R2 64.22 64.22 63.14
R1 63.44 63.44 62.91 63.83
PP 61.64 61.64 61.64 61.83
S1 60.86 60.86 62.43 61.25
S2 59.06 59.06 62.20
S3 56.48 58.28 61.96
S4 53.90 55.70 61.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.41 59.83 2.58 4.2% 1.15 1.9% 38% False False 2,386
10 62.41 56.31 6.10 10.0% 1.26 2.1% 74% False False 2,130
20 62.42 55.05 7.37 12.1% 1.25 2.1% 78% False False 2,010
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 True
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.75
2.618 64.13
1.618 63.14
1.000 62.53
0.618 62.15
HIGH 61.54
0.618 61.16
0.500 61.05
0.382 60.93
LOW 60.55
0.618 59.94
1.000 59.56
1.618 58.95
2.618 57.96
4.250 56.34
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 61.05 61.21
PP 60.96 61.07
S1 60.88 60.94

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

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