NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 56.95 56.73 -0.22 -0.4% 61.50
High 57.29 57.40 0.11 0.2% 61.54
Low 56.18 56.45 0.27 0.5% 59.96
Close 57.25 57.31 0.06 0.1% 60.39
Range 1.11 0.95 -0.16 -14.4% 1.58
ATR 1.72 1.67 -0.06 -3.2% 0.00
Volume 2,294 832 -1,462 -63.7% 6,009
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.90 59.56 57.83
R3 58.95 58.61 57.57
R2 58.00 58.00 57.48
R1 57.66 57.66 57.40 57.83
PP 57.05 57.05 57.05 57.14
S1 56.71 56.71 57.22 56.88
S2 56.10 56.10 57.14
S3 55.15 55.76 57.05
S4 54.20 54.81 56.79
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.37 64.46 61.26
R3 63.79 62.88 60.82
R2 62.21 62.21 60.68
R1 61.30 61.30 60.53 60.97
PP 60.63 60.63 60.63 60.46
S1 59.72 59.72 60.25 59.39
S2 59.05 59.05 60.10
S3 57.47 58.14 59.96
S4 55.89 56.56 59.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.68 56.18 4.50 7.9% 0.77 1.3% 25% False False 1,263
10 62.41 56.18 6.23 10.9% 0.99 1.7% 18% False False 1,597
20 62.41 56.18 6.23 10.9% 1.10 1.9% 18% False False 1,757
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.44
2.618 59.89
1.618 58.94
1.000 58.35
0.618 57.99
HIGH 57.40
0.618 57.04
0.500 56.93
0.382 56.81
LOW 56.45
0.618 55.86
1.000 55.50
1.618 54.91
2.618 53.96
4.250 52.41
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 57.18 57.49
PP 57.05 57.43
S1 56.93 57.37

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

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