NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 54.12 56.30 2.18 4.0% 51.45
High 56.47 58.57 2.10 3.7% 53.65
Low 53.57 55.46 1.89 3.5% 48.01
Close 56.34 56.71 0.37 0.7% 53.20
Range 2.90 3.11 0.21 7.2% 5.64
ATR 2.47 2.52 0.05 1.9% 0.00
Volume 234,306 334,302 99,996 42.7% 1,126,102
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 66.24 64.59 58.42
R3 63.13 61.48 57.57
R2 60.02 60.02 57.28
R1 58.37 58.37 57.00 59.20
PP 56.91 56.91 56.91 57.33
S1 55.26 55.26 56.42 56.09
S2 53.80 53.80 56.14
S3 50.69 52.15 55.85
S4 47.58 49.04 55.00
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 58.57 50.43 8.14 14.4% 2.53 4.5% 77% True False 251,087
10 58.57 48.01 10.56 18.6% 2.44 4.3% 82% True False 240,053
20 58.57 46.72 11.85 20.9% 2.35 4.1% 84% True False 222,232
40 58.57 45.11 13.46 23.7% 2.62 4.6% 86% True False 152,234
60 58.57 40.85 17.72 31.2% 2.66 4.7% 90% True False 118,170
80 58.57 40.85 17.72 31.2% 2.67 4.7% 90% True False 96,831
100 59.66 40.85 18.81 33.2% 2.82 5.0% 84% False False 81,806
120 65.00 40.85 24.15 42.6% 2.93 5.2% 66% False False 71,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.79
2.618 66.71
1.618 63.60
1.000 61.68
0.618 60.49
HIGH 58.57
0.618 57.38
0.500 57.02
0.382 56.65
LOW 55.46
0.618 53.54
1.000 52.35
1.618 50.43
2.618 47.32
4.250 42.24
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 57.02 56.49
PP 56.91 56.26
S1 56.81 56.04

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

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