NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 54.80 53.99 -0.81 -1.5% 54.50
High 54.99 56.95 1.96 3.6% 56.95
Low 53.57 53.76 0.19 0.4% 51.96
Close 54.45 56.78 2.33 4.3% 56.78
Range 1.42 3.19 1.77 124.6% 4.99
ATR 2.08 2.16 0.08 3.8% 0.00
Volume 16,218 12,121 -4,097 -25.3% 68,132
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 65.40 64.28 58.53
R3 62.21 61.09 57.66
R2 59.02 59.02 57.36
R1 57.90 57.90 57.07 58.46
PP 55.83 55.83 55.83 56.11
S1 54.71 54.71 56.49 55.27
S2 52.64 52.64 56.20
S3 49.45 51.52 55.90
S4 46.26 48.33 55.03
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.20 68.48 59.52
R3 65.21 63.49 58.15
R2 60.22 60.22 57.69
R1 58.50 58.50 57.24 59.36
PP 55.23 55.23 55.23 55.66
S1 53.51 53.51 56.32 54.37
S2 50.24 50.24 55.87
S3 45.25 48.52 55.41
S4 40.26 43.53 54.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.95 51.96 4.99 8.8% 1.97 3.5% 97% True False 13,626
10 56.95 51.96 4.99 8.8% 1.99 3.5% 97% True False 12,743
20 59.50 51.96 7.54 13.3% 1.91 3.4% 64% False False 11,967
40 59.50 47.85 11.65 20.5% 2.03 3.6% 77% False False 10,719
60 59.50 44.19 15.31 27.0% 2.15 3.8% 82% False False 9,530
80 59.50 44.19 15.31 27.0% 2.07 3.7% 82% False False 8,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 70.51
2.618 65.30
1.618 62.11
1.000 60.14
0.618 58.92
HIGH 56.95
0.618 55.73
0.500 55.36
0.382 54.98
LOW 53.76
0.618 51.79
1.000 50.57
1.618 48.60
2.618 45.41
4.250 40.20
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 56.31 56.26
PP 55.83 55.74
S1 55.36 55.22

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

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