NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 56.45 58.75 2.30 4.1% 54.50
High 58.87 59.00 0.13 0.2% 56.95
Low 56.43 57.82 1.39 2.5% 51.96
Close 58.82 58.04 -0.78 -1.3% 56.78
Range 2.44 1.18 -1.26 -51.6% 4.99
ATR 2.18 2.11 -0.07 -3.3% 0.00
Volume 12,757 22,221 9,464 74.2% 68,132
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 61.83 61.11 58.69
R3 60.65 59.93 58.36
R2 59.47 59.47 58.26
R1 58.75 58.75 58.15 58.52
PP 58.29 58.29 58.29 58.17
S1 57.57 57.57 57.93 57.34
S2 57.11 57.11 57.82
S3 55.93 56.39 57.72
S4 54.75 55.21 57.39
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 59.00 53.49 5.51 9.5% 1.90 3.3% 83% True False 15,017
10 59.00 51.96 7.04 12.1% 1.83 3.1% 86% True False 14,649
20 59.50 51.96 7.54 13.0% 1.86 3.2% 81% False False 12,409
40 59.50 47.85 11.65 20.1% 2.01 3.5% 87% False False 10,995
60 59.50 44.19 15.31 26.4% 2.14 3.7% 90% False False 9,984
80 59.50 44.19 15.31 26.4% 2.06 3.5% 90% False False 8,497
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 64.02
2.618 62.09
1.618 60.91
1.000 60.18
0.618 59.73
HIGH 59.00
0.618 58.55
0.500 58.41
0.382 58.27
LOW 57.82
0.618 57.09
1.000 56.64
1.618 55.91
2.618 54.73
4.250 52.81
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 58.41 57.49
PP 58.29 56.93
S1 58.16 56.38

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

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