NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 54.46 54.12 -0.34 -0.6% 51.45
High 54.83 56.47 1.64 3.0% 53.65
Low 53.50 53.57 0.07 0.1% 48.01
Close 53.84 56.34 2.50 4.6% 53.20
Range 1.33 2.90 1.57 118.0% 5.64
ATR 2.44 2.47 0.03 1.4% 0.00
Volume 229,782 234,306 4,524 2.0% 1,126,102
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 64.16 63.15 57.94
R3 61.26 60.25 57.14
R2 58.36 58.36 56.87
R1 57.35 57.35 56.61 57.86
PP 55.46 55.46 55.46 55.71
S1 54.45 54.45 56.07 54.96
S2 52.56 52.56 55.81
S3 49.66 51.55 55.54
S4 46.76 48.65 54.75
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.54 66.51 56.30
R3 62.90 60.87 54.75
R2 57.26 57.26 54.23
R1 55.23 55.23 53.72 56.25
PP 51.62 51.62 51.62 52.13
S1 49.59 49.59 52.68 50.61
S2 45.98 45.98 52.17
S3 40.34 43.95 51.65
S4 34.70 38.31 50.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.47 50.21 6.26 11.1% 2.25 4.0% 98% True False 231,192
10 56.47 48.01 8.46 15.0% 2.29 4.1% 98% True False 230,496
20 56.47 46.72 9.75 17.3% 2.38 4.2% 99% True False 213,127
40 56.47 45.08 11.39 20.2% 2.62 4.7% 99% True False 145,693
60 56.47 40.85 15.62 27.7% 2.67 4.7% 99% True False 113,174
80 56.47 40.85 15.62 27.7% 2.66 4.7% 99% True False 92,978
100 59.66 40.85 18.81 33.4% 2.84 5.0% 82% False False 78,804
120 65.00 40.85 24.15 42.9% 2.93 5.2% 64% False False 68,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.80
2.618 64.06
1.618 61.16
1.000 59.37
0.618 58.26
HIGH 56.47
0.618 55.36
0.500 55.02
0.382 54.68
LOW 53.57
0.618 51.78
1.000 50.67
1.618 48.88
2.618 45.98
4.250 41.25
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 55.90 55.73
PP 55.46 55.12
S1 55.02 54.52

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

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